Wow, it looks like there's more than a little confusion on how far to take it all apart.  Here's the rundown a bit more explicitlly.

- Take the fuse off
- Take both the back and front covers off
- Disconnect the power to the front fan
- slide the whole board-and-blade assembly out either the front or the back (either is fine, just make sure you remember which is front and back or you won't be able to interlock multiple cubes anymore)
- Take each blade off and tighten all 4 heatsink screws holding the aluminum plate side of the blade (make sure you remember the alignment of each blade)
- Reinsert each blade firmly and evenly
- Slide the whole assembly back into the case, taking care that the grooves for the mainboard and the blades are aligned properly.  If they are, it should all slide in easily.
- Reassemble, taking care to ensure that the LED and the USB connector fit easily through the front plate, and don't forget to hook the fan back up.  Then put the fuse back on.
- Hook everything back up and restart.

You can now rule out misalignment and loose heatsinks.

The alignment problem is likely not so much an assembly problem as it is a shipping (and design) problem.  Since the bottom mainboard has no support under it, it is free to bow during stress, like rough handling during shipping.  This can allow blades to come out of their grooves and loosen.  Not good.  Care in handling after aligning things is all it should take, but if you're really concerned, one might consider putting some sort of non-conductive support under the mainboard as long as it does not impede airflow or add more stress to the assembly.