I've have put 10,000 miles on my K&N Typhoon now, and have never had the filter fall off the MAF housing, or even come loose. Some of those miles have been on very rough, washboard gravel too.
If I were you, I would figure out the issue or re-install the stock filter box. Try cleaning the I.D. of the filter flange with alcohol (and the O.D. of the MAF housing) before reinstalling it. You could also buy a new MAF housing if you think that is the problem--they are very cheap.
Mk3 |╠╬╝|SGM|203a|Moonroof|17" Paint/Mach Whls|K&N 57S-4000 -snorkel|FFE RMM|Steeda STB, RSB|JBR bushings
Mk1|╠╬╝|Pitch Blk|Prem pkg|Moonroof|SVT Snorkel|SVT Susp|Steeda STS|Z-Eng RMM|Magnaflow exh