First, change the bend over the ear to pull the glasses a bit more snugly toward your nose. (This assumes you're wearing real glasses, like my prescription shades, and not a plastic cheapie.)
Second, try to secure it with a headband. As I'm usually wearing either a bandana or other headband for sweat absorption or redirection, this comes easy. Wear it over the glasses to snug them into your head.
Third, as Grant Pederson says, "Raise dat stem!" This is a point of personal preference, I suppose, but if you tilt your head up a bit, the glasses are less likely to slip down.