Agree with the above posts -- sounds like you may be slipping the stitch off the needle altogether, instead of slipping it on to the needle. I haven't ever had a problem with slipped stitches leaving a hole.
I knit, therefore, I smile
Another felted bag
Mrs. Beetons Wristwarmers
On The Needles:
Silver's Palindrome Scarf - in Patons SWS Natural Pink
Feather and Fan Shawl - in Estelle Cadenza