I find that if I wiggle it for a while before using it it tends to stay connected even if I accidentally touch it, seems like the connection bonds together, But I could be wrong.
also could try wiping the connection on your shirt or something.
It's a problem I've experienced with almost every pop-port phone I've owned. My E61 and N73 have the problems with 2 different cables so I doubt wiping the connectors are going to alleviate the problem. We just have to thank god that Nokia is beginning to somewhat transition to mini USB...ie: E62, N95