If you are experiencing a sensation with the use of a menstrual cup that feels as if the cup is loose or going to fall out, you need to ask yourself a few things. Do you have the cup inserted far enough into the vagina? Is the cup you bought perhaps in the wrong size? Do you have a shorter cervix and use a long cup with a larger height?
You can try inserting the cup again to make sure you have inserted it far enough and that the cup opened correctly (this may resolve it immediately.) If you have indeed inserted it right, then you need to decide if you did choose the cup in the wrong size or shape.
If you are using a smaller size, try a larger size.
If you are using a “V”-shaped cup, try a bell-shaped cup.
For more info about what factors might help narrow down some cups that might work for you, check out page: How to Choose a Menstrual Cup.
You might also look into cups that are offered in two different sizes, like the Venus Cup, which will allow you to try both sizes to see which one feels more comfortable yet is still easy to insert and remove.