Sometimes the 78/79 series regulators can be "pulled" into protect
mode by a supply of the opposite polarity during turn-on.  This will
happen a lot using opamps, for instance, since the load is actually
from the + voltage to the - voltage (rather than individually to
ground).
If that's the case for you, the fix is simple: Add a reverse-polarity
protection diode (1N4002 or similar) from each supply output to
ground.  You will see this diode in most of the regulator data
sheets (Morotola, National, etc.) and this is the reason it's there.

>I vaguely remember reading about this problem somewhere in the dim and
>distant past, but I can't for the life of me remember the trick to fix
>it. I tried putting asymmetric loads on the outputs, but that doesn't
>seem to do it. Can anyone shed some light on this for me?