Did the shoes come to you "pre-assembled" i.e., with the cleats already screwed into the soles of the shoes, or did you assemble them yourself? You did say that you managed to step in a couple of times...but I know the first time I tried to assemble the shoes and step in, I had a hell of a time. I looked closer and realized the cleats were backwards - the toe ends were pointing toward the heels. With that fixed, I've ridden spds for about a year and haven't had any equipment-related problems. Rider error is always a factor for me.

The only other ideas I have are, like was said above, to check the tension on the pedals and check to see whether the cleats actually seat properly in the pedals. Dues-paying has its place, but if the setup is unsafe, you might do better to ask around and find another clipless system.