Are they pulled up high enough to start with? Mine need to be above the quads--nearly to my crotch--or else my quads push them down. I had thought it was my calves pulling them down but determined (with knee warmers) that it was the quads.
The only time that I have a problem is if I try to turn them into leg warmers. I agree, you have to pull them up high and they will not come down. Too low and they will not stay up. I have DeFeet's, but the principle is the same for all brands. Maybe you should get some leg warmers.