The harness should be tight. Mine doesn't cover the genital area, but sits the packer in line with the clitoris like it should be situated. I usually open the hole the packer goes through with my fingers, pull the packer through, and then put it on and get situated.
If it feels like it's going to fall off, it's probably not the right size, but unless they're the same cut as underwear, they do feel a little odd the first few times you wear it.