are you saying the laser wont hold center?
mine has never had that problem.
check the aiming screws, make sure there's no play.
try firing from a rest/bench to make sure it's not the loose nut behind the pistol
if the problem persists, return or exchange it.
i've had nothing but great luck with mine, the quality seems to be top notch.
*edit* just noticed that it's on the HK
are you using an adapter to fit it to the hk? if so, make double sure that it's tight and that you're using the correct insert for the TLR-2.
remember, the more mounting equipment required, the more things there are to go wrong or loosen up