Donna, if your heels are slipping, try on New Balance, Saucony, Adidas or Mizuno. Men's shoes are actually typically (not always) wider in the heel than women's. Nikes tend to be very narrow in the forefoot as well as in the heel. If they fit you, great, but if they're too narrow in the forefoot, that can cause problems.
Also, if you're not doing it already, try lacing your shoes like the first illustration on this page, or the last video on this one. This can make all the difference in the world!
If there's a good independent running shoe store near you, I'd highly recommend that. You'll pay a little more for the shoes than at a discount store, but having your foot shape, stride and shoe wear pattern analyzed by someone who knows what they're doing is priceless, especially for a beginning runner.
Speed comes from what you put behind you. - Judi Ketteler