I have just installed a Harbor Breeze "Moonglow" Ceiling fan. Everything works fine but when starting the fan the light kit starts rotating too.

Can anyone tell me what I did wrong?

Thank you

There should be a notch in the hanger ball that will fit with a corresponding tab on the bracket attached to the ceiling. This prevents the whole assembly from rotating.
I've attached a rough picture of what I'm talking about. The ball is on the left and the bracket is on the right.

Best of Luck.
WallyH

The Moonglow is a hugger fan. Make sure the motor is properly affixed to the mounting bracket, inside the glass housing. If it is, then something is loose (most likely the switch housing) and the easiest safest option would simply be to return the fan.