Without seeing it I really cant help you.
You didnt turn the pins before you pressed them in did you? If so, you may need to turn them back like they were, then firmly press them in 1 by 1 in a cross patern.
What I mean is don't press them in a circular motion but press one in, then press in the one directly across from the first one you did, then repeat. You should hear each one pop in and you can see it sticking out the back of the motherboard.
Are you trying to install it with the mobo in the case or out of the case?