ORIGINAL: TwistedProp
I take it that you put the fuel supply line up and over the threaded portion and that keeps it there?
Medium black neoprene fuel tubing (DuBro) will hold on to the threads without slipping off. Silicone will slip off however, SO, the most common way that I fix it is to wrap a small piece of copper wire around the straight tube on the needle valve body and then carefully solder it on creating a "nipple" for the tubing to hold on to. Just one wrap. The "nipple" must be small so that the jam nut can still fit over it. File it down carefully, if you made it too big. Although I have not tried it, it might be possible to solder a muffler pressure tap nipple on to the end, or "flare" the tube slightly, but the caveat about being able to put the jam nut on still applies. That why I just use the neoprene, I put the straight tube of the needle body going to the carb nipple and use the "nippled" part of the body going to the actual fuel tank. That way, I don't have to keep removing the fuel line from the straight part.
I hope this is helpful.