You can try increasing the chain tension with the tension adjustment screw on the rear derailleur but if it always happens rather than sometimes happens, I doubt it will help.
http://bike.shimano.com/product_imag...-M760-2269.pdf
Some bikes just won't allow you to use those gears because the chain line is too far in. You'd have to get a slightly wider bottom bracket spindle length to make it work which really isn't worth the trouble when you figure that gear is probably duplicated on the middle ring.
-s