Your problem is with the quick release nut (operated by the trigger below the tommy bar) on your vice...for this to work it needs to be well lubricated, because if it is sticking it simply jumps over the thread instead of engaging with it...also if the main thread is seriously worn you'll get a similar problem. Also make sure that the vice hasn't got excessive rust on the sliding top face, as any resistance here will cause the thread nut to slip.
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