Actually, being a bit puzzled by your description, I've tried 5 other devices - camera, mp3, phones etc.. - with the same plugging, and they all move to a certain extent, they aren't actually loose, and obviously this will amplify the further from the socket you hold the cable.
And how hard you wiggle it !
If that's all you have, and everything works, cancel my earlier suggestion and forget it - nowt's wrong.
