It's quite normal for the PCB to flex during installation of certain components, especially true of those big ATX connectors.
I think it's expected that you should grasp the PCB with one hand to stabilize it while doing this sort of operation. When a connector is too stubborn I usually wiggle it slightly from end to end, also paying close attention that any plastic latches are disengaged.
From my experience the boards do have a pretty high tolerance for this sort of thing, but you should still be careful.