If you have a pack of gum in there the glove box is then "full." It may sag a little when "full." Try removing said pack of gum.
Most glove boxes are affixed using (2) screws under the dash. Loosen these while it is closed and push it in all the way then tighten them. You can do the same with the metal latch inside the opening. It probably just wasn't adjusted right.
I haven't looked at the Z glove box specifically, but almost all glove boxes are like this.