Fear not, there are generally a few things that are going on here.
- Your lathe or bench grinder is not moving fast enough. The expanding drums need to move at least 1725RPM to fully expand and lock the belt in place. Any slower and they won't be tight enough on the drum.
- Too much pressure! Remember, an expanding drum is not a belt sander. The drum holds the belts in place only with expanded tension. You press too hard on the drum and you'll compress the drum and the belts will slip off. Light touches are very important. This is especially the case with diamond belts and cerium impregnated belts. These belts have much slicker backing than the cloth backing on most silicon carbide belts and will require a much lighter touch to work.