Sounds like the slot in the nut is a bit too tight for that particular gauge of strings. I've always used the pencil lead when I'm in a bind (no pun intended), but when I have the time to work on the instrument(s), I will use the proper file to widen the nut. If you're not familiar with how to do this, you may want to seek out a professional. If you're daring, check out www.stewmac.com for the proper files and/or other fine luthier tools.

And no, I don't get any perks from endorsing them (wish I did), but they are one of the best in the business, and an invaluable resource.