When I was starting out on Protrusion, I found it easier to keep the string in one place when I used my whole hand. Over time it got easier to do it with only one or two fingers though, and the thumb, of course. You might want to try using your whole hand and see if it’s any easier.
If that doesn’t work, you can use your thumb and middle finger, and use your ring finger to keep the string in place. Just bend your ring finger and touch it to the middle knuckle of your middle finger, where the string should go. It’s a little uncomfortable, but it works, and the gap is actually pretty wide using this hand position.
The best advice is always practice though. You’ll find that middle ground eventually where the string doesn’t slide at all.