Try flipping the zipper up under the button at the top.
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Use a large safety pin on inside of zipper pinned right under the tab and across the teeth. Make sure its a safty pin one used for babys cloth diapers. The works the best and they have a little duck or something cute on it.
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Wow--Ok I remember having this problem in high school (many years ago)!
I did this with a pair of jeans I loved. Take a small piece of ribbon, strong string or cord and make a loop through the zipper hole and tie it closed (like a zipper pull).

Next, use a small safety pin to fasten the 'zipper pull' in the position where the zipper would be 'closed' to hold it up. Once you pin the 'tab' in place, it won't go anywhere!

Good Luck!
Source(s):
I am MacGyver and I don't sew.

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One way that I learned to make your zipper stick less might also help you keep it up...

Get some wax (non-scented bees wax) and wax your zipper. This will probably make it a bit more sticky so it stays up.

Okay... this answer gets my vote for "Answers that could be taken poorly out of context and has many double entendre in it." Wow!
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Gosh, using a safety pin rather takes the point out of having a zipper, doesn't it? If you actually plan to use a zipper, you might as well reconcile yourself to the fact that it will not work properly all the time. The best solution, if you don't like ever having an open zipper, is to switch to buttons. I wear lederhosen every
Oktober and never have a zipper problem then.
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Slightly crimp the part of the zipper that slides over the teeth. Use pliers and do it gently. If you crimp it too much, spread it back out a bit with a screwdriver. I've had to do this several times to coats.
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