Yes, you should use the pin to hold it in place but it won't solve your problem. If I understand you correctly the speedfeed doesn't catch the edge of the shell when you're trying to lock it - I'm suspecting the reason is that Viewloader has changed the mold from which they make the shell a little bit, but that's enough to render the speedfeed nonusable until you get new shells.
You bought the loader last year before winter and these are the original shells?