What is the nitrate level of your change water? It is possible for the water (either out of the tap, or from a well) to have nitrates in it. Thus, changing water will do nothing, and in cases of some heavily planted tanks, may actually raise nitrate levels. Plants, especially ones that grow quicky, are a natural way to reduce bitrates. However, having said that, it is pretty rare to have nitrate readings of zero. And there is nothing wrong with nitrate readings, so long as they remain within a range of about 40-60. The lower the better, but most fish we keep will tolerate that level without ill effect.
\Dan