I had very similar difficulty with a replacement P3600 FC-PGA that Intel sent me under warranty. If one of the pins is indeed off-center, you can try to straighten it out. But I would seriously suggest that you return it to the retailer instead. That's if you're confident that the CPU came that way, and that you didn't bend the pin yourself. Ya see, the pins are very fragile--they're not made for home-bending!
The new P3 600 I received did NOT want to go into the Socket 370. Every pin on the CPU was straight, but they were all off-center vis a vis their proper hole in the socket. I couldn't believe it.
"So this is what Intel sends you if they think you were a bad boy!" I said to myself. I've been running an old, slow CPU while waiting for this replacement, and was tired of it. Somehow, some way, some divine intervention got that CPU into the socket. Zero Insertion Force---my freaking foot! Lemme tell ya, that CPU is NEVER coming out of the Asus slocket! Way too scary!!