Just relax your left forefinger. When you do, it automatically curves so that the second joint -- the part where the yarn lies -- is almost parallel to the left needle. The yarn should lie comfortably, even a bit loosely, over that joint. As long as you don't stick your finger straight up (a common occurence if you're tense), the yarn can't and won't slide down past your knuckle.
If you're used to English knitting, where the right forefinger takes a much more active role, it will take a little practice to relax the left one, but it shouldn't take long to get the feel of it.