How do you have them laced?
Start with the lace looped through the protector (a.k.a. kiltie tassel), with the loop in front, ends behind. Lay the protector into the boot, between the bottom eyelets. Pull each end through the first eyelet on the boot. Go in from behind, and come out the top side of the eyelets.
Next, the critical part: pull the lace ends under the loop you made in the protector, in from the bottom side of the loop, out the top. Cross the laces under the loop, then pull them through the next pair of eyelets. Then continue lacing normally, over the top of the protector.
This should lock the protector into place when you tighten the laces, and it should stay put without slipping down.