yeah...thats it...
silicone grease or if you want to be all fancy pants "dielectric grease"

any good set of wires should come with a little tube or packet of it.
anyway, to be more specific, youd want to put it in the hole where the plug would go and a bit around the outside of the rubber on the end piece that goes down on in. next time you change them they will pop right out. another benefit to the grease is protection from corrosion.
i actually had a car that had the same problem. i wound up using a coat hanger that i straightened out a bit and made a sharp bend at one end to hook under the rubber bit to pull it out.
good luck