Did your cleats not come with a spacer? I happily installed my cleats on my new Scott's last night only to discover when i rode down the street that there was NO WAY they were going to engage. However my cleats came with tiny nearly flat plastic spacers which you fit just between the cleat and the shoe sole and somehow they now engage like Billyo! Check your cleat box, if not re-email Shimano and see if they do something like that or ask at your LBS.

Good luck