How do I crimp an F-connector onto RG-6 cable?
I have the same problem with the two piece, so I use the compression type.  They cost more money, but they are simply worth it.  I've never had one pull off.  



This is the style most cable and satellite companies use.  



Never use electrical diagonal cutters or dykes to cut cable. They flatten out the end.  Use cutters like this.



Always use a good cable stripper, never use a razor knife.  You never want to nick the inner copper wire.



The compression connector can run as high as $200.00.  I've seen this economy compression tool at Lowes for under $25.00 and it includes a hand full of connectors.

I can't say you will never have problems with them. but I've never had a problem with ghosts or snow on my tv's since I started using these tools.

Added  Please remember for every splice or connector you loose around 25%, or it could be worse for bad connections.  Don't daisy chain connections.