Since the pc seems to be working, I have to assume that you oriented the main connector properly.
The latching mechanism should fit over a small ridge on one side of the motherboard connector.
Look carefully to see that the psu connector is inserted evenly.
You should see no gaps as you look at the seam between the psu connector and the motherboard connector.
Now, if all that looks good, I might suspect that either the psu connector latch or the motherboard locking ridge was not manufactured to the proper tolerance.
You are ok so long as there is not danger of the connector coming loose.