A couple posible causes come to mind.
1. Check the little clamps on the rings that bite into the dovetail groove aren't upside down. On some rings, one side of that little clamp is loner than then other. If you accidentally flipped it around during installation, it may not tighten properly.
2. Your rings or dovetail groove is out of spec. The chances of the dovetail being out of spec is slim. If you're using cheap ebay scope rings, that could be your problem. Buy better quality rings and retry.