Pictures of the horse and the saddle would greatly help. It could be that either your horse doesn't have any withers to hold up the saddle (been there!! I've never needed a mounting block before in my life until I went to get on that horse.), or you are doing a very common newbie mistake and pulling on the horn and cantle as you *pull* instead of *push* your way into the saddle.
Pulling on the horn and cantle brings the saddle to you, the correct way of getting into a western saddle is playing a hand on the horses neck/withers, and the other hand either flat down on the cantle or behind it, and pushing yourself (like a push up!) up and then swinging gently over and into the seat. It's pretty common for people to get up the wrong way, and it's nothing to be upset about as long as one works to fix the mistake- otherwise it leads to high discomfort for the horse. Please don't take any of that the wrong way, meant it in a polite manner.
As for your original question, to help keep a saddle in place you use a breastcollar, the back cinch is there to keep the back end of the saddle down- but it is usually fairly loose and does nothing to keep the saddle from sliding side to side.
So I'd reccomend using a mounting block until you can push yourself up a little easier, and a breast collar.
That said, make sure the saddle actually fits.... pictures would be a LOT of help :)
Hope that helps some!