Maybe you didn't get it in right:

Here is the procedure I use to put in my foam earplugs:

Using your thumb and forefinger, roll the entire earplug into a tiny, compressed cylinder (or torpedo).
The thinner you can roll the plug, the easier it gets to insert it. Start by exerting only a little pressure, and as the cylinder gets smaller, gradually increase the pressure to compress the plug as much as you can.
Grasp your ear with the opposite hand and pull it up and slightly outwards.
This will straighten the ear canal and make insertion easier.
Use the other hand (forefinger and thumb) to slide in the earplug. Depending on the plug and your ear canal, a little bit of wiggling may be necessary to insert it.
In no case should you need to use force to get it in. If it doesn’t slide in, remove it and roll it even harder.
Put your thumb on the plug to keep it in place as it expands while letting go of your ear.

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