Are the cleats reasonably well centered in the recessed part of the shoe? You might have problems if you haven't left any room for the pedal to wrap around the cleat. I have three different variations on an SPD pedal (Wellgo and brand X) that don't give me any trouble at all. Catching the front tab of the cleat in the pedal is the hard part until you get a sense for where the cleat really is. I struggled a bit at first but now my feet just "know" where the cleat should meet the pedal and clipping in is almost an instinctive process. Sometimes I set my foot on the pedal and just stomp it in.