Exercise and cup issue

Thanks for all of the great advice I received earlier.  Day 3 of the cup and so far and mostly so great!  However, I was at the gym today on an elliptical (one of these: http://www.bodyconcept.com/family/1586/display.html ) and as I was working out, I began to feel the stem of my cup as it slid down.  I left mid-way through my workout to adjust it and push it in higher manually.  I thought perhaps it had slid out when I used the bathroom before my workout.  But then a few minutes into my workout it slid down again!  I think I spent most of the workout keeping my vaginal muscles tight to some degree, to make sure it didn't slide out.  I doubt that would have happened anyways, but just in case. 

Is this common?  Is there anything I can do besides ignoring it or removing it before I work out?