Last November I had to build some 30+ machines in about a week for my company. I had exactly the same problem you're describing, it was excrutiating.

After playing with all the nice new hardware though I couldn't resist the urge to upgrade my system to a Core 2 Duo but I purchased a different board than the company used. They had used EVGA (I have NO idea why) and I purchased a Gigabyte board. I cringed when I got to mounting the heatsink on something I'd spent my own money on.... pressed down on the pins and click click.... hrmm... pushed down on other 2, click... click... No muss, no fuss, perfect mount.

Morale of the story? Somehow certain board manufacturers are screwing this up. I did however, during the 30 pc run, discover that if I used a small screwdriver and pressed down on the plastic casing of the pins below where the top is then they would tend to click in and mount securely. So, if you've fixed the problem - awesome - otherwise you might try this trick. After I figured it out the next dozen or so were cake.