You either don't have enough preload on your spring or the adjuster is spinning loose as you ride. I've never seen one spin loose if it's got enough spring preload on it though. I'm sure it's happened, I've just never encountered it myself or with anyone I've ridden with.
I had the same issues last winter with my 03 900.I had to turn the adjustment nut as far as it would go to keep the spring in place.Rear springs were also an issue.On top of all the other issues I sold it with 2000 miles on it.
Order the sno pro springs and all will be well. If you wanna increase handling / reduce body roll in the corners opt for either the medium or large sway bar instead of increasing spring rate beyond what the sno pro ones are.