I had the same problem the first few times that I used my Moby. I just make sure that it's really tight and sometimes have to reposition him a couple of times because he does slip down in a little ball if I don't have him positioned just the right way. I have to use the side pocket to keep him upright, even though I don't think that's necessarily how they're "supposed" to be positioned in there. He hasn't been weighed since he was 4 days old but I would guess he's almost 9 pounds now.
I just wrap it on really tight to where it almost feels like I couldn't slip him in. He enjoys being swaddled tight, so he doesn't seem to mind... until he needs to poop. Then he wants to squirm. :)