It's very annoying. It's happened three times in the last month. Naturally i just tighten it back in and then run my fingers through my hair for that true degenerate look. I want to get my fingers greasy by eating fried chicken, dammit!
Try Blue Loctite?
I always use a pair of angle pliers to tighten mine. be careful not to strip the sides too badly, but it'll come loose if only "finger tight".
Alternately, locktite might work, as the post above suggested.