it may not have been inserted completely when assembled. the little tab on the metal contact must pass a certain point in order to lock in place.
if you insert it and can give it a little tug and it doesn't pop back out, your fine.
if however, you insert it and you can pull it back out, the locking tab on the contact may be bent (either down or sometimes over on itself) and will need to be straightened back out to lock again. It should stick above the side of the contact ever so slightly.)
if the tab somehow got broken off, you would need to replace the contact, or possibly in a pinch, use a small amount of glue to hold it in.