That's supposed to happen. In canon sources (Star Trek III and IV being the best examples) the wings of the Klingon Bird of Prey move to different positions for different modes. Up/horizontal when traveling, especially at warp, and down when in combat mode.
As an added bonus, sometimes when a BoP is destroyed, one of the wings will actually fall off Happens on the Intrepid line of ships (whose nacelles move when at warp) as well. Every time it happens to my ship, I take on a Scottish accent and call out, "Not my engines!"