Maybe you need to try a different brand. Knee/Leg/Arm warmers tend to vary from company to company. Also, when dressing, put your leg warmers on first. Pull them as high as they can go, then put your shorts on over them. As long as they fit properly, then they shouldn't slip. If you can't find a proper fitting leg warmer, just buy some full length pants. You can buy them with or without a chamois depending on if you want to put them over your bike shorts or not.