Angie, if it is a Spellbinder die, call them. I had a die that would not cut completely and I called and the woman said to run it through, give it a quarter turn and then run it through again, and that if it still didn't work, they would replace it. But turning it did the trick.
Even if it isn't a Spellbinder die, I would call the company and tell them what is going on. Let them make a suggestion or offer to replace the die. There may be something wrong with it. If they suggest shimming, then fine. I'm just very cautious when it comes to shimming. If you overdo it and loosen your machine, there's no fixing it.