Glue is not a good idea. You need to be able to remove them later if you need to.
If they are a good light then you are doing something wrong. I would reread the instructions and figure it out. If you bought them at a lighting store and not a cheap box store then go back and ask them how they work. If you bought them at a box store good luck, they might just be junk. Most can lights are usable though once you figure them out. They do need to be a nice tight hole and just the right depth. It should be close to flush with the finished ceiling. There are a lot of different ones with different ways of installing them and even different applications.