Mine slid a bit as well. One thing I was careful about was over tightening the screws though. I think I did 10-12 twists on each screw and it was plenty tight.
I wasn't even sure it would fit in my case, I measured and knew it should fit but it was close. In the end I have about 5mm between the side wall of my case and the top of the heat pipes.
Phenom II x6 @3.75, 8gb G.Skill DDR3 1600, Asus M4A79XTD Evo, AMD 5870, 74GB WD Raptor
250x15, NB/HT @ 3000, Cooler Master Hyper 212 EVo