It does happen that it turns into a mess, but it is not very likely due to what TS describes. With a simple plasterboard Molly in a double plasterboard wall, you can get the wings to expand a little, making you think the plug is correctly seated, but when you load the plug by screwing in the screw, the plug just spins or the plug shreds the hole. I bet it's the wrong plug or too short a screw.
