Usually it's one of three things. The absorbency is too low for your flow that day, the tampon was already partway used before you got in the pool, or it wasn't inserted high enough to sit comfortably. Try a fresh tampon right before swimming, and size up to regular or super if you're on a heavier day. If you can feel it, it's probably not in far enough, a compact applicator like the one on Rael's Organic Cotton Tampons can make that placement easier to get right. For backup, period swimwear is a solid layer on heavier days. And change immediately after you're out and dried off.