Ok, I guess I'll field this one then!
This is quite a commonly asked question and many people have posted suggestions. You could try the following: (here's a parts digram to help)
1) Check the arm holder is screwed up tight
2) Take the trem arm out of the socket, are there white nylon 'bushes' (called washers in this diagram) on it? If not then you'll need some!
3) If there are 'bushes' on the arm then they'll be worn and you can replace them.
4) If you cant get hold of the replacements (but you have the worn ones) you can try painting a thin coat of nail varnish on the arm where the bushes go and when you put the bushes back on they'll fit in the holder more snugly.
5) You can wrap the whole end of the arm in something thin like the cellophane off a cigarette packet.
I think that summarises the options!
Jim