People try to get too much range of motion at the bottom of the leg press. Their pelvis tilts back and their butt tucks under. This is a horrible position, and the reason most people can't get a good deep squat. Limit the range of motion so your back stays on the seat and you won't move the weights very far, but you'll be much safer.
These issues are the reason I don't go heavy on leg press. I use it for higher reps, anywhere from 12-50 rep sets. Don't lock your knees at the top so the tension stays on the muscle and you'll get an awesome burn in your quads. Good stuff.
Oh, and don't put your feet too low. Other than that, just get where you feel comfortable.
Current PRs at 242- 495, 345, 585, 1425