You probably got the wrong size seatpost. On my Madison, the seatpost barely fits (27.0)and needs some pushing down abit to get in to where i want. Grease helps. The seatpost shouldnt be able to slide all the way down when you put it on your frame. Also, I tried sizing down (26.8) and it caused some slipping if I didnt tighten it down enough with the seatpost bolt. Anyway, I was just messing around and when i tried to tighten it down more the bolt stripped.... So get the right size seatpost!

Edit: Vix beat me to it