I was having the same problem with our current shower head, which I replaced because the previous one was having the same problem. The solution I came up with was I found a large plastic clip (looks kind of like a short, fat, version of the wooden clothes pin) we use them to keep our patato chip bags closed after we open them. Just clamp the clip on the hose just beneth the piece that holds the shower head and can't fall. It's easy to remove as well. Hope this helps.
Jeff
May 2012