Your best bet is to remove material from the bottom of the dovetail. As you "slightly" remove material in your fitting process, the dovetail height actually becomes smaller, allowing the tight edges of the sights (sides) to actually sit lower in the slide's dovetail groove...this allows the sight to eventually fit properly...nice and snug. It's important not to remove too much material at once. If you do this, you may run the risk of the sight actually being to loose, and you may be able to actually push the sight in without any tools. If you get to this point, you may as well order another sight set.
Use a sanding block with automotive sandpaper...I like to use 320 grit. Have a large enough sheet/block so that you can actually push the sight across the block a few times. Keep test fitting and repeating this process until you can install it without any exerted force. If you're fighting the sight to install it, it's still too tight. Oh yeah, and use a bit of light oil to help with the install.
You can always remove material, but it's kinda' hard to add it back! Slowly but surely...patience will be your most effective tool.