If you set one pin and a previous one falls down, then you've got to think about the binding order of the pins or else it could be security pins messing with you.
Just keep the tension light and steady and try to re-pick them.
Unless you mean the key pins are falling down, because they're supposed to.
If the pin falls down and there is no resistance or springiness when you try to push it back up, then that pin is most likely picked.
I say most likely because the driver pin -may- be stuck in the shear line and need a little extra lift, but if the cylinder turned a little when you set it and it's not a spool pin, this won't be the case.
Good luck! I've still got a lot of practice before I can say that I can SPP.
