Join Date: Sep 2007
Location: Woolloomooloo, Australia
Bikes: A fixed gear, a vintage roadie and a POS.
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The cleats should just click in and you shouldn't have any problem doing so.
I would think, if you're wearing MTB shoes, that the tread along the side of the shoe is possibly interfering with the cleat being able to fit in the pedal. I know with some shoes, you have to file down part of the rubber tread that runs along the side of the shoe to make enough room for the pedal to fit up against the cleat, to click in properly.
I'd take the pedal off the bike. Hold it right up in front of you and see if you can click it into the shoe, or if that's what is happening.