Check to see if it should have a screw to tighten it up and perhaps you didn't get one with your walking foot. If not, then try tape, also lift the presser foot before turning your quilt so the presser foot is up and out of the way and not pulled out of alignment by the fabric. If you intend to use your plastic walking foot with the guide bar all the time consider using Gorilla Glue on it to keep it in place.