Unfortunately, yes, it happens occasionally. I recommend contacting H&R and ask them to fix it for you, you'll probably end up with a new barrel. You may be able to talk them into covering shipping, too. Althought I don't know this for fact, I've never had one get loose like that, but I suspect either a bad fit to begin with, the underlug had a burr or some such. It can also be fixed with the shim method if you're handy with such things, but I'd talk with H&R first, give em a call at the toll free number in the FAQ.
Tim