I just put Speedplays on my bike last week, and I went for my first ride with them last weekend. I actually had the opposite problem...I couldn't get clipped in. I would sometimes go for two to three blocks before I would finally get in. It seems to take a lot of force from me. The one time when it wouldn't go in, I was wiggling it back and forth trying to force it when my heel got caught on the chain stay (I think that's what it's called...it's the part of the frame that goes from the cranks to the rear axel) and was rubbing the spokes. It was kind of scary! But so is clipping back in when your not expecting it.
We will figure out how to use our Speedplays, and we'll be great at it soon!