Yes, this is a known issue. Here is what the FAQ says:
The new placement option for lead-in adsense block in the header doesn’t work the way I like. Can you fix it?
Short answer: No, I couldn’t figure out how to do it better.
Long answer: This option works by adding an action to a hook in WordPress. I could not find a hook that would get activated right after the < body > tag in the generated HTML, and right after the header image is placed (and before the sidebars are inserted). If you know the hook names, please let me know. Also, if your theme has “side” bars near the header and footer (north and south sidebars), there may be conflicts between add_action hooks resulting in unexpected behavior.
Note that the Below Header and End of Page options are hacks that may not be compatible with the WordPress default widget for Recent Posts or anything else that may use DB queries or loops. If you have problems with your sidebars and/or font sizes, please choose some other Position option.
