I have had trouble with the 'earphone' from my cellphone falling out of my ear.....I found a (I think it was a motorola) cell phone hands free mike that had an eariece that (for lack of a better description) resemble the secret service style that fits into the outer portion of the ear......I have not yet had the thing fall out. The good news is that you can use the 'extra' earpieces to put them onto things like a walkman earpiece. The earpieces come in 3 different sizes (1 each for R and L ears) so even using the one for the phone, I stilll have one that I can use in my other ear for the regular radio.
Give them a look.