Well that's got to be aggravating!
I don't believe you are supposed to use sealant with this type of gasket, except for a small dab at the seam where the ends meet (have you sealed that bit?).
The only other things that come to mind are whether the window and shell were clean and prepped (denatured alcohol, acetone, etc.), and/or whether there was any silicone residue from before that might be interfering, and;
Do the gasket lip sizes correspond properly with your shell and window thicknesses? For example on the C. R. Laurence site they show that you can get the gasket with many different "gap" sizes for various thicknesses of shell and various thicknesses of window.
CRL Two-Piece Self Sealing Weatherstrip
Oh, and.... did you put the bead (locking strip) in? I know that is probably totally obvious, but I figured I had better ask in the interest of thoroughness.