Could it be that your glans is larger than the vacuum cup itself? If you have to push it onto the glans hard rather than gently put the glans inside, you may need the next cup size up.
If your glans is much smaller than the girth circumference of the penile shaft, it will also happen. The only way to counter this is a "bulk" wrap at the bottom of the glans to create a vacuum seal between the glans's rim (the coronal ridge) and the cup's rim.