The most important thing to get right when replaceing your watch strap is the size. Watch straps come in sizes that describe the gap on the watch that they will fit in to.
E.g. If a watch strap is size 12mm then it will fit a watch that has a 12mm gap for the strap. If you use a strap that is bigger than the gap then it will bunch up and be uncomfoprtable or burst and pop-off. If you use a strap that is to small then it will slide about in the gap until the pin comes loose and fall off.
To get the correct size strap for your watch you should measure the gap with a ruler and then measure again just to be sure. Most watch sizes go up in even numbers i.e. 10mm, 12mm, 14mm, 16mm, 18mm, 20mm etc. although there are a few brands such as Rotary who sometimes use the odd numbers.
Watch Straps are normally secutred in place by 'spring-bars' these are designed to be easy to fit yet secure in place. The only way they should become loose is if the strap is to small and has room to move about. If your starp keeps coming loose then the spring bar maybe broken or the sterap to small, if this is the case double check your sizes and try replacing the spring bars.
Hope this helps...