Hi ChingChong,
On of my frags did that also. I found that I had him in a high flow area and it was causing too much turbulance.
If you can move it to a very low flow area it should do better. Also, make sure your rubber bands aren't real tight. You don't need to apply pressure from the colt to the rock, just something to gently hold it there until it takes hold.
Good luck, let us know how it turns out...
Chris