Yep, the stock earbuds that came with the Sansa Express didn’t work out well while running. They popped out of my ears after a few strides. I found these at my local Target store: Nike Flight Sport headphones
They worked out quite well. The ear piece doesn’t actually fit in your ear like earbuds; the band keeps the speakers pressed against, but not in, your ear. The band itself is plastic that is fexible; it keeps it’s shape, but can flex to shape to your head. The cord runs through a channel in the band. The connector worked fine with the Sansa Express. I used them for the first time on Friday, August 31, 2007. I plan to use them on my next run.