More you are not being careful enough. There will be a corner with out a pin, line that up with the corner with-out a slot for it. Lift up the lever, press extremly lightly into the slot, close the lever and its in.
If you bend a pin gently bend it straight. If it falls off, RMA it, and neglect to tell them it was your fault - "It was like that when I recieved it." You will get a replacement in a few days time. But it is not too easy to bend it. I ripped my CPU out of its socket getting my heatsink off, and there were no bent pins.