Some inputs have a little cover that remains there that pushes in when you insert the connector, kind of like a "dog door" to keep dust out when there is no cable installed. As was mentioned, you do not need these there for the connection to function, though if the cable falls out, that is obviously a problem - have you tried another cable? One of the reasons why I don't like optical is because there is no positive physical connection as there is with coaxial. I highly doubt there is an easy fix to the door, but maybe you can get in there with a pair of tweezers and pull it out?