I only wear those kind of things with my hair up in a chignon, retro style so don't know how it would work with your hair down but I hold them in with hair grips. Both from the front of the band and then a little further along, coming from the back. Does that make sense?
Also, I backcomb my hair at the back before putting it up to anchor the band as the back of my head is a bit flatter than some it seems so it slides up at the back.