Tim, I think I realize why your hose came out of the skimmer. Let me put this in a form I can go back to and quote myself, by cutting and pasting:

When you want to vacuum your pool, and are doing it through the skimmer -
1) Empty the skimmer basket and PUT IT BACK INTO THE SKIMMER
2) Put the vac on your pole and attach the end of the vac hose that 'swivels' (turns easily when grasped and twisted) to the vac head. Extend the pole, if necessary so that you can have it rest on the bottom while you fulfill the next suggestions.
3) Fill the hose with water. This can be done 2 ways, either place the 'skimmer' end on a return and wait until the vac head finishes bubbling, or feed the vac hose into the pool, pushing the entire length straight down ~2' . Use your hand to cap the end, put the skimmer plate on the end and quickly put it in the skimmer. Keep your eye on the pole, with either method the end of the pole will try to enter the pool, don't let it!
4) Go over to your filter, which should be running on "Filter", or whatever the 'normal' is for your system, and slowly turn off any other suction lines (ie, ones that aren't for the skimmer you are vacuuming through), watching the pressure gauge until you see a ~ 1/2 lb drop.
5) You are now set to vacumm. Keep an eye on your return pressure, when it drops to a trickle, it's time to backwash. (if you are vacuuming to waste, KEEP AN EYE ON YOUR WATER LEVEL!!!)

I think you missed on either #3 or you had the wrong end attached to the vac head which caused the hose to come out of the skimmer. Hope this helped!