I always see this happening from the bypass tray. If you run the labels from one of the others (1 to 4) you shouldnt have that problem.
Its because when running them from tray 5, the labels are facing down. The sheets have to make such a sharp turn into the paper path the labels are more likely to come loose.
When running them from another tray, the labels are facing up and are less likely to come loose when being fed into the paper path.
Are you running the labels from the bypass tray (Tray 5?)