BmoreDrew, Make sure the cleats are clean and the screws are tight on the shoes. If you have the tension set high a bit of lube on the pedal helps with engagement/disengagement. As mentioned above, worn cleats disengage more easily either when you're unclipping or unintentually unclipping.
I swapped L-R cleats when my left (primary foot) cleat began to disengage with barely a twist of my foot.
Brad
PS A point I forgot... Make sure the edges of the cleat aren't dinged up. I used a file to re dress a set of cleats after walking in gravel.
Last edited by bradtx; 11-11-10 at 07:57 AM.