NO problem with mine, have worn them twice this month already. Put them on first....then pull your biking pants up over them. The two stay together nicely. I did notice that they only came in one size at my LBS so I might have gotten lucky.
If you have problems...get a pair of ladies nylons and wear them. yes...for those that shave your legs I bet you will get lots of catcalls. So what is the deal with shaving legs. Is this the newest trend in HS? I saw something in the paper about how 13-15 year old boys think this is now fashion!