Sticking in the sled is a bad thing and should be fixed right away.

As was said, make sure your docking connector screws are tight.

If it's the little "bumps" on the sides of the sled making rough gouges in the sides of the player, I was able to solve that problem by pulling out the player, and from the inside of the sled outward, whapping the bumps with a hammer to bend them out a bit and make them push on the player less.