I had the same issue with sockets ordered from one of the main stream autoparts stores. I got a set from one of the resto houses, and they were great.The sockets have always been an issue unfortunatley. I believe AAW can supply you with correct color but you will still have reiability problems with sockets poping out for some mysterious reason.
you can start bending the tabs like everyone else does and hope they hold or break during the process but you will still find one day they have popped out again.
The other option is to go buy the all metal socket at your local part store! The ones i ended up purchasing were for "Ford" but they do not pop out and are a solid unit.
If you like just paint them black or go to the next extreme and drill out your old sockets and slip the plastic casing over the new socket prior to wiring them in if looks really take presedence with functionality.