This is called "snipe" and is common to most planers. Good planers will have a head locking device which can minimize the snipe, it just adds time between passes to lock, unlock, adjust, lock again.
The new DeWalt planer claims "auto-lock".
My Delta 580 does a decent job at minimizing snipe when I lock the heads.
It can also help to lift the board slightly on entrance and exit.
If all else fails, ensure the boards are long enough so you can cut off the snipe.
Dave Paine.