Just my 2 cents here. I use polos daily. My mare is in great condition and doesn't need actual "support" - simply protection from rubbing on the inside, and typically only on the front. I agree with a lot of the advice given here - they must be wrapped correctly, and time must be taken to ensure that you're not leaving wrinkles, wrapping too tightly, wrapping too loosely, wrapping the right part of the horses leg, etc. It's a huge pet peeve of mine when people carelessly wrap polos. They should be neat, tidy, even, and the velcro should match perfectly. If the velcro doesn't match, I agree with the electrical tape solution - but an even better solution is not to use them at all, and use ones that actually fit your horse. I find this differs from brand to brand, and will now only by one type of polos from one specific tack shop in my area. Also, I train dressage. My opinion would differ greatly if I was training over fences.
Don't get discouraged - wrapping polos is really an art, and every time you wrap you'll get better and better. Remember the one finger rule in the top, and when you put your hand around the wrap to check tension, you should be able to move the skin underneath but not the wrap itself. This is fairly hard to describe in type, but if you want me to go into more detail you can feel free to PM me. I would have no issue putting together a how to video - although as a disclaimer, will take no responsibility in how my techniques are applied to another horse/rider combination.
Best of luck! Polos are fun especially once you know how to use them appropriately and safely!