I had the same problem with mine. Do this:
-remove the facia panel
-behind where you insert the cigarette lighter is a silver cylinder
-unscrew the bottom of the cylinder
-now on the inside the will be two pieces of metal which form to make a clip
-press these two clips together to tighten them
-now try putting in the cigarette lighter it should now stick (you may have to loosen or tighten the clips depending on whether it fits or not)
-what you have done is tighten the clips which hold the cigarette lighter in position while it heats up
if this is unclear I will take a photo but pull it apart and try it first, it worked for me