There is no way to stop them from falling out, unless you want to glue them in, in which case you can't use the stems again. You can get stems which have quite tight slots or ones which have locking rings at the top, but these aren't fool proof. When one dart goes close to another, it is likely that the flight with fall out anyway.
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They're called Flights
If you mean flight protectors, they are small metal or plastic pieces which are place on the top end of the flight, it is designed to keep the flights in good condition.
For a score to count, the tip of the dart must be touching the dart board.
Dart points are made of steel, they help the dart stick in the board.
Dart Drug ended in 1990.