At first, I couldn't get mine to seat properly either. Then a friend showed me the trick(s).
After placing the retainers in the door slots, grab the front part of the outside of the window overhang (fabric) and pull it down firmly. You will not hear a "click". Then, apply a quick backwards pressure with the heel of your hand and the window will be seated. Don't put pressure on the top of the window itself in an attempt to seat it; you may bend the frame.
My advice: Get yourself a set of Vmania windows. They're neater, easier to install, better looking esthetically, allow much greater visibility, and are quieter. Well worth the investment.
Don