Some people are good at keeping them in, some aren't. A lot depends on how you're actually losing them.
If your body expels them, like subconsciously forcing a bowel movement, it will overcome that involuntary action over time.
If they're just dropping out, then you need to think about the shape of your plug and get one with a more pronounced inner flange, so like above you have to push it out as with a bowel movement.
Use a very good lube, but don't over do it. The only one I use is Pjur. It's expensive, but you need so little it works out cheaper in the end. If you feel you do need lots of lube to get it in, go ahead, but once it's been in place for a few minutes remove it, wipe off all the excess lube both off the toy and your rear, then put the plug back in. It will have more chance of staying in now.
Lis x