Are you creating your own STL files or downloading files someone else made? If you're making your own, try shaving an extra .01" off the diameter of the nubs. For example, if you have a .24 peg going into a .25 hole, knock off an extra hundredth on the peg to .23 to see if that works.

If you need a free CAD program to play with, I happen to like Creo's offering, which you may download here:

http://www.ptc.com/product/creo/element … ng/express

While it doesn't come with any instructions or support, you can find tutorials on YouTube. Most of the features are fairly intuititive, but it takes a bit of practice to get the hang of it. IMO, it's the best CAD program available for under a grand and a lot more user friendly than the ones over a grand for doing anything along the lines of geometric shapes or mechanical design type stuff. Making Legos would be a good first project for learning the software if you don't already have a CAD program for creating your own STL files.