Very entertaining responses here 😆
Definitely you should use at least a minimal amount of lube with your Handy sleeve toy (Gun Oil H2O highly recommended)
If you are having trouble with the sleeve slipping off - try pinching the top of the sleeve (while the sleeve has been lubed inside) then placethe pinched sleeve over your erect cock
This should provide a nice little vacuum effect that should keep the sleeve hugging onto you nice and tight