I'm so glad you asked this, Liz, 'cuz I am having the same problem-when I put the marker where the pattern says, its just keeps fallling off (while I hold the yarn so tightly I'm surprised it doesn't POP! LOL!
I am working on the sleeves for the baby sweater in Last Minute Knitted Gifts-my first time with DPNS-
very hard ! I've just started over -again-since I can't seem to get the seed stitch right, it keeps ending up ribbing instead-sigh. I hope I can get it eventually! It may be summer again by the time I get her little swaeter made!