If it is a tightness issue, check out the Galco thread in the Handgun Holsters and concealment gear forum (warning - you will have to wade through some BS). There are a few ideas on how to break in a holster, such as putting the gun in a sock and holstering it to stretch the leather a little bit.
If you want to get a different holster I have a Galco pocket holster for my PM9 that is a good holster. It has the hook on the bottom and a rough leather outside so it will stay in the pocket. It wasn't very expensive but I can't remember how much it was to be honest.
What brand was the holster you bought? I have considered a double mag pouch from their website for my PM9.