I have just used a butt plug recently for the first time i tryed to leave it in there for a while but it kept coming out is there any seceret to keeping it in for long durations?

You have to find one that flares out then tapers to a small diameter,so your anal sphincter muscle will close around it as the flared part enters your anus. Some do not taper enough due to the design and come out easy. I have some quite large ones and they all stay in because of the proper design.I have worn a large one(6"insertable,8"around at the flare but it tapers to 5" at the base)for 4 hrs,also the x-large(8"insertable,10"around,tapers to 7" at the base)for like 2 hrs. Smaller ones I can wear for up to 8 hrs.

Krazy glue?

sit on it to keep it in where thongs or something that rides up in there during sex doggie style works to keep it in place the other person just kind of blocks it or can atleast keep an eye on it all suggested by my wife who has the same problem

Start with a small one, I think there are 3 sizes or maybe more; (I had use 2 different sizes so far lol), but don't get any that is to big that won't be confortable, the idea is to keep it there for a long time right ?

duct tape

An inflatable butt plug.
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use a bigger one.

I assume you were using one of those small sized plugs where the bulge is barely thicker than a finger. While a plug like this is great for introducing a nervous person to anal play, they really tend to slip out because there's nothing for your body to hang onto. Purchase a medium sized plug and take your time inserting it, but it shouldn't be painful at all.
If you want to be able to wear them for long periods of time, you'll have to build up slowly. The best way (in my opinion) is to increase the length of time you wear your plug on a daily (or semi-daily) basis. For example, I was started on 30 mins/day, then worked up to an hour, 2 hours, et cetera... You can literally be trained "down there" to wear one as long as you want (or in my case, are told to! ;P)
At first, my Mistress would make me wear a tight thong and this worked just fine to keep my plug in (except when bent over for a spanking-it tended to plop out). Now I wear a locking leather butt plug harness and my plug never comes out except then allowed short toilet breaks. Believe me- I've tried to, but I am unable to remove my plug. Its a blessing and a curse, so to speak. At least I'll never have to worry about my plug slipping out in public! ;P