same problem, but realy easy to fix.
You have to use insulating tape (sorry, i don't know if this is the correct english name. This tape is used for insulating two elettrical wires connected togheter.)
So, you have to cut about 4mm x 1.5cm of this tape and then you have to turn around it on the top of your stylus.
This will produce a little gain of soft thickness right in the place where the stylus is in contact with your PDA.
My stylus slot was broken about one year ago: i used this insulating tape, and i have never lost my stylus.
follow some pictures... i have used white insulating tape in order to produce cleat photos: of course, you have to use black tape, as you can see in the last picture