I bought a cheaper mountain bike a little while ago to go out riding with my girlfriend. However, since I've had it the left side pedal loosens and falls off when I'm riding. I put it back on and I have the same result. It takes just a little time and it falls off again.

I've tried looking at my girlfriend's bike but they look the same except that I can't even get her pedal off without prying (haven't taken it off because I don't want to get in trouble). Am I missing a piece that I don't know about? Is there something that I should be doing? It is driving me crazy because I love going riding with my girlfriend but now I almost dread going out because I have to be so careful with the pedal or I will end up walking home.

I would appreciate any help.