Just to echo what's been said above, make sure you're following the instructions regarding positioning on the car - it tells you the measurements in the info mine came with.
And yeah, it doesn't seem very secure having it hooked under the lip of the rear side windows, but I (and Rory182) can vouch for the security of that at, ahem, quick speeds... What might help is pulling the edge of the rubber seal at the top of the rear side window out, slip in the plastics credit card (or any actual credit card) before fitting the "hook" bits directly against the car metal. Gets a more secure attachment that way rather than the rubber seal getting in the way.
PM me mate if you're still having problems!
You'll find various pics showing where the rack should be attached in
here or
here