I believe that if you raise the forks higher in the triple clamp, you will increase the steering response / turning radius, but also increase the chance of headshake. You can lower the forks or add a damper like 23jayhawk suggests. I run my forks approx. 4mm above the top of the triple clamp and I have not noticed any real head shake.
Check your steering stem bearings. Also make sure that the stem nut is torqued to spec. Contrary to what was mentioned above you could try to lower your fork tubes. This makes the steering a bit slower but will reeduce the chance of head shake. You can go as low as the bottom of the cap. Finally, I would check the wheel bearing as well as the rim run-out.
If the problem still doesn't go away I would check for a broken fork spring. KDX’s do not have very fast steering and should not require a steering dampener.
First thing to do would be to ensure the sag is properly set and that the suspension is balanced front to rear. Stock the KDX200/220 is very out of balance with fork springs good for riders in the 130lb range and a shock spring good for riders closer to 160lbs.
Most suspension tuners will have a guide for setting sag on their web page. www.mxtech.com comes to mind.
I adjusted my race sag to 100mm(big help with stability in the sand), put in 38 fork springs from FRP(big help in deep whoops at speed), and added a WER damper(great big help everywhere but especially at high speed in sandy or rutted conditions).
No more headshake! And i feel alot more comfortable at higher speeds than I did before the mods.