I've been using the Lee collet die for some years now. Just follow the directions and you will be fine. The Collet die is designed to squeeze the case neck against the mandrel using the spring collet. I like it because it only sized the case neck up to the shoulder and no lube is needed!
Raise the ram and screw the die down until it touches the shell holder, then back off the ram and turn the die down one full turn more. When you run your cases into the die, it should pop the spent primer out and then come to a stop. At this point, put some pressure-not a lot on the handle, and you will feel the collet press the case mouth around the mandrel. If your cases are below the minimum length, I would not use them. Brass is cheaper than barrels, any day!
The only thing I did not like about the collet die is when trying to neck size nickel plated brass-could not feel the collet compress the case neck.