Take a look on the outside of the slide. Does it have cables? If it does you are probably doing it correctly. It is always easy to check by looking at the slide on the outside and seeing if it appears to be completely sealed when closed.
If yours has no cables you may need to hold the button until you hear the motor ratchet when fully retracted. Of course this is only guesswork. You really need to call your dealer and ask the proper procedure for closing. If you were doing it correctly, take it in and have them see what is causing the problem.