Adjustable Shower Curtain Rod

I usually stay curtain rod in place, the settings and when I'm going to hang in the walls, it is not waterproof and falls? I can not understand how to keep it in place once I settle? what I'm doing something wrong?? please help

Take down and rotate it so it is tighter. (Large), then reinstall.

Get as close as you can - snug - develop and give it a half turn.