i have yet to have this problem...... well... when i had my bike in the shop a few months back and they replaced the tail, they did not install the integrated back in snug.... i took it off 2 or 3 times before i actually got it to fit nice.... did u remember to take that little rubber thing off the original stock light and plug it in the holes of the new one? that could be the problem because i forgot that
if not... take ur tail off and keep trying... it will stay there u just have to get it right