Amelia, would the retailer allow an exchange for a deep dome (you may still need the lampstand though for this to hang as it should)...
Cable ties may help if you persevere with the clamp , as has been suggested. But I really know what you mean...its almost like you feel it will sort of tilt forward with the weight of the shade + bulb - and it does this if not positioned right, or clamped right.
I dont like them at all have to say...xx