I heard some guy lost the removable soft acoustic tube when removing the plugs from the ears in the plane. The foam plug fell down and so the thin vinyl tube inside!
I 'm using glue to protect the tube from falling out when removing/changing the foam plugs. The picture included shows how and where drop of glue should come. Remember: 1 drop is enough, best is some glue for shoes, not the fast-drying ones! This is because you may want to replace the tube after some time and don't want to destroy the whole canalphones.