I agree with stiknruda, if you have them in properly then you should have to pull fairly hard to get them to come out.
You need to compress them down all the way, stick them right into your ear canal, then hold them for a few seconds until they re-expand and grip properly.
Also, that's a neat trick putting them in a sock. I normally wash them in hot tap water with some liquid hand soap, and after around 30 flights so far they're still as good as new.