Having to hold in my micro SD card.

I have found some good information on this forum but I have a question I am hoping someone can answer.  When I put my 8GB Micro SD card into my player the only way I can get the player to read the card is to hold the card in.  Is this normal or should the card fit in the player so I don’t have to hold it in?   If it is supposed to fit in snuggly, mine does not.  The card that is currently in my player is a PNY micro SD 8gb card.

Are you sure it is pushed in far enough for the locking mechanism to grab and lock it in?