I was playing around on my SPDs this afternoon (my shoes are too big, have to exchange them for a size down, but took a moment to make sure they wouldnt work.) and I managed to skid just fine. I read Shimanos SPD instructions and it seems that you have the option of two different types of cleat. There is the original one which only releases with a sideways movement. Then there is another that will release on the upwards movement, the sideways as well as an angled movement. You may have one of those cleats.