One or both of two things are happening here. Either you have an inferior basket, maybe inferior is the wrong word to use. Not inferior like it can't catch debris, but the plastic is so buoyant that it wont stay in place. When you buy a basket, it should have a handle (duh), and the handle should be metal, or of some material that is heavy enough to keep the basket in place while the pump is off. If you have a variable speed pump and it wont stay in place while it runs, that may be an indication that you aren't running enough speed to skim properly, and a simple "ramping up" might do the trick. The stock U-3 skimmer basket has a metal handle that is more than enough to keep it in place.
And/Or...
Like John stated, there is something going on with the system in that, there is some sort of back flow happening when the system shuts off. While the system runs, you really shouldn't need anything to keep the basket in place. The draw of water from the pump should keep the basket right where it needs to be. It shouldn't really matter at what elevation the equipment is in relation to the pool. If you have no air in the system (a tight system) when the pump shuts off, you shouldn't have any back flow.
Go out to the equipment after it has been running for a while and see if you can bleed any air from the filter tank. If you can, bleed it off and then let the pump continue to run for, say, another hour and then repeat. If you get air again, there is something going on, and that may be the real cause of the floating basket. If you get no air the second time, look for a malfunctioning or missing internal air bleed. If you do get air on the second bleed, it is getting drawn in by an air leak somewhere upstream of the pump, or in the low pressure side of the pump (pump pot). You could also be getting air in the system when it is off (draining down), and this may be evident by a external leak at the equipment (wetness somewhere) while the system runs.
