Matt, I expected you had a pair of the ones that simply stay on the inside of your outer ear, the kind that ships with pretty much every portable music device, as I'd never heard of inner-ear phones falling out before. With mine using the default three-ribbed silicone tips, I actually have to be careful taking them out since when properly inserted there's some negative pressure/suction keeping them in place.

The earphones came with a similar, but larger three-rib set of tips and a set that's pretty much identical to the earplugs I've used in the past. The kind you knead in your fingers before inserting them into the ear canal.

It turns out Etymotic does custom fit tips as well, for $100 on top of the price of whatever earphones you'll be using. You need to visit an authorized audiologist to make a cast of your ear canals.

http://www.etymotic.com/customfit/index.html