Did you start off with a small dosage? Whenever I gave my pets fish oils or coconut oil I always started off with about 1/4 of a dose and then gradually worked my way up to the full amount over the course of about a week or so.
Giving them a large amount all at once basically guarantees soft stools, but even smaller amounts can cause it too at first.
Proud parent of Scamper (age 12) and Robin (age 4)
At the rainbow bridge: Slippy, Faramir, Gabriel, Lucky, Ammy