I like to use Kayak to search for my fares. I then usually like to book directly on the airline site, less to save the $10 fee over Orbitz or whomever, but also because I would rather deal with one company (the airline) rather than two (the airline and a travel agent).

For the most part, this is never a problem, and I am on my merry way. But for some reason, I am never able to get BA to price out my tickets and match the prices Kayak claims they offer, and which I can almost always book on Orbitz, or Expedia, or whomever. This holds for Biz, economy, whatever.

What am I doing wrong?

A few notes:
1) I am usually flying ex-CPH, so BA obviously prices in DKK, but the prices are often 50-100% more than the prices on 3rd-party sites, so it isn't just a currency translation issue.

2) I have had similar experiences choosing the biz, economy flex, and cheapo economy options.

Any thoughts?