on my gibsons the lower strings don't disappear down into the nut, they sort of sit in a groove, about half the string in, held there by the tension. i always thought that too deep a groove in the nut only caused more friction, leading to tuning problems. so, unless your strings just won't stay in place even when tuned, i reckon your nut's probably alright. just frustration boiling over and making you see extra problems? probably best to leave it until at least tomorrow and come back with a calmer head (unless by now you've already lost it and thrown the guitar out the window!! :oops: )
as Dakine said, don't worry, you'll get it, and you'll remember all the better 'cause of the hassle