There are a few factors here.
If I were you, I'd watch your skidding form. Make sure you're not doing any funny things with your feet, like twisting them.
I have no experience with SPDs, but from what I understand, turning up the release tension will probably keep you in a little better. Also, I hear the multi-directional cleats (the brass ones) are not as good for this sort of thing as the lateral directional cleats (the black ones).
And yes, Scrod is back to clips and straps.