Clipless pedals -- can't get proper tension
It goes without saying that I'm new at this. I just got a pair of Shimano SPD M520 pedals and SPD shoes. The LBS stuck my pedals on my bike. I used the cleats that came with the pedals and attached them to my shoes. Everything's on correctly; I double- and triple-checked the diagram to be sure.
I started to practice by snapping in and out. Well, the tension was low, so I slowly adjusted it higher. I made sure to keep the tension equal on both sides of both pedals. After each adjustment, I tried rotating the pedals a bit with my cleats engaged, but they kept slipping out. They would just lift straight up out of the pedal after the first or second turn.
Eventually I got the pedals as tight as they would go, and this is still happening! I can't seem to get the cleats properly engaged so that they stay locked in. They will seem firm, and I'll pull up and move front to back to test the tension, and they will stick... then I'll rotate the crank forward half a turn, and they just pull right out! Help, please.