Not a real common problem with a SIG. But the firing pin spring is probly tired and needs to be replaced, or the firing pin, spring and area that they are in need a good cleaning. They slide will need to be dissasembled which isnt very difficult but if you are going to do it I would suggest getting the Armoures DVD as it is covered in detail. Parts can be had through a couple of the board sponsors.
SIG recommends replacement of most of the springs at 5000 rnds, lots of guys myself included have gone considerably more than that without replacing them, but if you have it apart I would suggest installing new ones as they are fairly inexpensive.
One other thought...have you tried any different ammo? Most semis will will hit the primer hard enough to make any ammo go( unlike a revolver) but it could be interesting to try.