You don’t suck as a diver. But it sure does sound like your equipment isn’t the best. Weights should not slip out of a weight integrated bcd unless they are not properly secured or you may have put more weight in the pocket than is recommended by the manufacturer. I recommend switching your weights to a weight belt. Or, try half and half. Half on a belt, half in your pockets.
I used to have a weight integrated bcd (still do come to think of it), but I find I prefer using a weight belt as it makes lifting the tank and bcd together a little easier than lifting the tank, bcd and 10 lbs of lead weight. Plus, if for some reason you find you need to remove the bcd under water, i.e, to make an adjustment or get through a narrow space while wreck diving, etc., then you’re still weighted down and don’t go shooting up the surface.