Ive used a rubber liner (home depot sells rolls of it) over the shelves before, but I wouldnt recommend it. You will be better off getting some plywood to replace them with, Home Depot will cut it to size for you, thats what I did. The material the shelves come with are terrible and if they get wet they will lose strength quickly, you could get away with it, but I found myself always worrying about it so I replaced them. Do it right from the start and you will save a ton of headache later on trying to move set up tanks an replace it down the road.
The shelves just take a little time to get right, use a rubber mallet and tap the bars in the center first then work your way around until they are all seated. The weight of the tanks will keep them in place as well, so if they dont want to stay seated they will when the tank is on it. Make sure your rack is level when assembling to make it easier to seat them.