Since the rest of the world is not having problems with Winchester ammo.
I would say the barrel is dirty or something is broken.
The primary problem is that the steel shell base does not react like brass to pressure. It does not spring back away from the chamber walls.
Simple test: Try to fit a fired steel case back in the chamber. It won't go, wereas a fired brass case will drop right in. The OP will have no problems with traditional brass.
HOWEVER.... the problem is exacerbated by less-than-mirror-finish in the chamber -- most specifically the 870 Express chamber. Polish it and "90%" of the problems will go away. But the tendency for steel-head ammunition to "stick" will always be w/ us.
Again, see http://www.thehighroad.org/showpost.php?p=8376920&postcount=22 and read the referenced post from beginning to end.
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