+1 on the Etymotic ER6i, I've never had trouble getting the helmet on or off and they sound great.
It sounds like you may not be inserting them far enough. You'll definitely have better luck with something like the Etymotics or the Shures -- the type with rubber flanges that fit into the ear canal (as opposed to the type that just sit at the entrance, like those that come with the iPod). They should fit in your ear like foam earplugs, far enough to make a good seal.
2010 Triumph Tiger 1050se
2009 DL650A - sold
2005 DL650 - dearly departed
"I am enthusiastic over humanity's extraordinary and sometimes very timely ingenuities. If you are in a shipwreck and all the boats are gone, a piano top buoyant enough to keep you afloat that comes along makes a fortuitous life preserver. But this is not to say that the best way to design a life preserver is in the form of a piano top. I think we are clinging to a great many piano tops in accepting yesterday's fortuitous contrivings as constituting the only means for solving a given problem." - R. Buckminster Fuller