In my experience if you shove them in too far they sound not as loud as they ought to be, and in fact sound muffled. In the first week of using them I kept on feeling that the right side was louder than the left; turns out this was an artifact caused by me always inserting the left before the right; by the time the music starts the left bud has had time to expand and slide back out a little bit and sound at its optimum while the right ear has not. The illusion was perpetuated when in my attempt to get the right to sound as loud as the left I keep on trying to shove it in further, muffling that side even more.
Now, if I feel that one side is louder than the other, I fiddle with the louder side instead, and all is well soon after.
Oh, and try the foam tips; they are an easier fit, for me anyway.