Do you have smaller feet?

The problem might be with the way the cleat fits to the shoe--I had horrid times trying to clip out--until I got shorter screws. I found the screws were bottoming out before tighening the cleat to the shoe, thus the cleat was slipping instead of releasing from the pedal. Finally found a guy at a LBS (after I moved cities) that said, yes, this is a problem w/ small shoes, and here are these wedges you can buy... The wedges fit between the cleat and shoe--and no problems at all with the screws that come standard w/ the cleats!!