I'd say it's probably something wrong with the strap. What kind is it? I had a bag (Timbuk2) a while ago that I didn't like, I didn't have a pad for my shoulder and the strap would DIG into my shoulder.

Anyway, the bag was falling apart so I dropped a cool $130 on a new Chrome Messenger Bag (www.chromebags.com) and I LOVE it. No problems at all with slippage, sore-age, or water-leaking-in-age.

That or you're a wuss! Ha ha.

It also might be because you wear the bag too loose. The tighter you wear it on your body the more weight your back takes and less the shoulder takes. Does that make sense?