The latch does require a bit of downforce, make sure the notches on the CPU and socket are properly aligned and there is nothing but the CPU in the socket. I assume you are using either an H67 or P67 motherboard.
Yes, recent Intel LGA sockets often require quite a bit of force in order to latch it in. I remember how I was concerned about the amount of force I had to use when I installed my i5-760, but it was normal. Like snipergod said, just make sure everything is correctly aligned, because when you force computer parts in ways they weren't meant to be forced you can have problems.