According to DiMarzio, it depends on the pickup:
"Some humbuckers have a distinctly different sound if you turn them around. There is no right or wrong installation direction."
http://www.dimarzio.com/faq#55/62/283
I don't know if this is only limited to their pickups or not. As I understand it, turning the magnet around makes that Peter Green out-of-phase thing happen (as opposed to turning the pickup around), but there's even controversy about that. So...caveat emptor.
Anyway, if the thing sounds crappy, then reinstall it with the adjustable pole pieces going the other way!