I can’t say that I have ever felt that keeping the ball on the tee is a challenge, but that’s just me. If you do consider it a challenge then the invention disclosed in the recently published application US Pub. No. 20120077625 may be of interest to you. Check this out.
Yep, that is a suction cup on the end of a tee. Seems like that may cost you some distance!
Dave Dawsey – Monitoring Golf Inventions