Be sure you look down the length of the molding on the felts. If there are any curves or gradual bends in the chrome, they will show up as gaps when placed on the car. VERY gradual pressure at multiple points can correct this. Before install, make sure the retaining clips are pushed back against the piece. If they are sprung out, they will not hold the visible trim against the metal of the door.
A note for future reference--you can remove the felts relatively easily by reaching up inside the door and pushing the molding clips away from the metal. After all are sprung out, you can use a hand on the outside pulling up on the molding while the inside hand can be used to push the retaining clip out from the inside.