Push the shell into the mag tube further, make sure its getting past the detent. If the detent isn't actually keeping the shell in the mag tube, then you have a problem.
This is the response from Winchester- Browning customer service:
Hello, if you have a 20ga that would be normal because of the speed load option. If it is a 12ga that is not normal and you will need to contact our Service Department
at 800-322-4626 ext 2
Regards