As M&P said, make sure your sizing die is set correctly, then run a case through that die only. If you can insert the bullet in the sized case by hand, even with a lot of pressure, your sizing die is not sizing small enough. If it is a new set of dies I would call Lee and they would probably replace your sizing die.
I have two sets of Lee 38 Super dies and one set of RCBS and none of them will size my cases small enough to retain a FMJ, .355 bullet.
Education teaches you the rules, experience teaches you the exceptions (Plagiarized from Claude Clay)