Had the same issue with my HD429, though not to that extent but they always felt a bit loose & came off when I was head banging sometimes, (the HD4XX series all have the same drivers but different damping, even the new HD497 I believe.)
This modding guide by wje helped me alot, http://www.head-fi.org/t/646251/sennheiser-hd-428-hd-428s-modding-guide-january-2013, just read the part about attaching a thick steel rod to the headband.
Though I covered my headphone with the rod in a different way... I covered it with a leather band, that was the width of the headband. I cut the leather from an old bag, then cut it to the headband's width and length & sewed on some velcro onto the band so that it doesn't come off, & also so that I could adjust the tightness or remove the rod more easily all together if I wanted.
Tightenening the headband abit tighter with the steel rod has obvious advantages, such as you gain more bass because the cups are pressed more tightly to the ears, but you will lose abit of soundstage obviously, because there is less flow of air into the cup, though they are closed and don't have much soundstage to begin with, but are far better than Grados.
You may also try the full mod by removing one hole & adding plastacine to the back of the driver housing. I found this increases & controls the bass very well, thereby increasing sound quality, as one hears bass notes more easily. Also adding the plastacine tightens & increases the quality of the bass, from the added bass frm removing the sticker, where it.was smeared & indistinct most of the time. Don't worry the mod is reversible.
