And thanks for those ideas.
I always used sockets with round pins, but to be honest, if the temperature is high, and I usually use about 250 Celsius (which is pretty hi) the pins tend to get hot and melt plastic. So, I don't warm them too long - and that was probably why that bad connections occurred.
By the way, those pins are just inputted in the holes of a socket. If you ever need, each pin you can take out of the socket, by just pushing it on the direction where the chip should be. It is a little tricky, and can damage a pin or the socket. When you putting it back in the socket, it will make "click" sound. This way the socket is undamaged, well by the heat at least. Earlier I used to take the benefit of heating these pins for taking them out. But, as you mentioned, the socket will melt down.
To tell you the truth, never did thinking to glue the chips.
Probably the best solution, from connection point of view, is to solder chips directly on a board. Well, in that case it will be relatively hard to take them off if something unexpected occurs, and you have to change them. Vacuum solder will be needed... It can be done without it of course, but we are familiar with that job too, so...
Anyway, thanks again for the ideas.