The design of the connector socket allows quite a lot of angular displacement about the mainboard, but that doesn't mean there's bad contact. My Apollo1260 card is very 'floppy', but it's never given a moments trouble. At one time, I used an elastic band the stabilise the card in my Power Tower, but it was only cosmetic and I stopped using it (the elastic that is).
I wouldn't mess with the socket connectors unless you definitely know there is a bad contact.
JaX