Finally went out for an outdoor ride a few days ago (I ride mostly indoors) and after just 40 mins. of riding on semi-rough roads, I found that my seatpost had gone down 2 centimeters! Pisses me off!

How should I fix this? I'm thinking I can put some gnurling (sp?) on the post to help the collar get a better grip. Some have suggested I put a shim, but I do not know how I can do that.

Any suggestions or tips?

BTW, I am so happy! All that work on the trainer has made me WAY faster than I was before!
It bit of a coke can between the seat post and your frame is a good temp fix.

Apart from that its probably best to try a different brand of seat post.

Why would the shim just be a temporary fix? Replacing my post would be pretty expensive!

Could you describe to me how you would put a shim between the collar and the post? I really cannot imagine how I can drive my post in with a shim sticking to its side.
It may not work for you, but I have done it before and it worked ok for awhile ;)

good luck