Each jaw is supposed to go into a specific slot on the chuck. The slots should be numbered and the jaws should be numbered. Put the jaws into the chuck starting with #1, then #2, then #3, and finally #4, (into the corrasponding slot) and they should line up properly and fit properly in the chuck. If the jaws are put into the chuck in the wrong order or the wrong slot - they may not fit properly when tightened.
Hugh