Glad someone pointed me to this post as I am having the same issue. I am assuming based on the comments here it appears that the fix is getting a replacement pen.
What would be nice is if there were an app that could govern the sensitivity of the pen or some other coding that would help with this. I guess since this is the first Android with the pen that it's bound to have some growing pains.
I will contact Samsung tomorrow to see about a replacement pen in hopes that this problem go away. Thanks Guys.