This is a common problem, especially if your using Gold Tips. My cousin and I have both had this problem, my buddy uses Eastons and no problems there. We have had several actually fall off when shooting deer, at least 3 times I can think of. Last year I shot a doe, didnt find the arrow until this spring. Weird thing was it was stuck in the dirt, no broadhead. I dont think the broadhead was in the ground either because the insert was packed with dirt. The head appears to have fallen off either within the deer (dont remember what the exit wound looked like) or between the deer and the ground. Killed the doe though.
I like these heads and they shoot great, but they are worthless on my arrows. Kind of a bugger to change blades as well. If I shoot mechanicals again I'm trying the Tekan II's. I would not recommend you shoot them unless you fix the problem.
Good luck...