As far as the nozzle popping out just make sure you are not trying to stretch the hose. make sure it has some slack ALL THE TIME!
Make sure it is ALL THE WAY on!
Make sure the end of the hose is not brittle or cracked if it is replace the hose or just cut that little bit off.
Give the nozzle a gentle pull after it's on and make sure it doesn't come off too easily
As far as the nozzle itself, RELAX!
Point it TOWARDS YOUR NAVEL. Pretend you are trying to squirt the back of your navel with the enema.
Don't slather on the lubricant!
KY Jelly or Surgi-lube(same stuff and many other brand names as well) is a VERY effective lubricant and it is made to be used SPARINGLY!
Just because a little is good does not mean a lot is better,
Push the nozzle in all the way!
Most nozzles have some sort of lip or ledge at the point where the hose is attached.
If the nozzle is ready to start, the only thing visible should be that ledge or lip. The rest should be either covered by hose or inside you..
Do these things and the nozzle coming out or detaching will be a minor issue.