Anyone have suggestions on how to keep the centercaps on my 2001 GMC Sierra 2500? They keep loosenig up and coming off!

I have a 2001 GMC 2500HD that is doing the same thing... I was think ing of trying to put silicone adhesive on the caps... But i also noticed that my brakes are getting to hot and I think that the calipers are not releasing all the way. Thus melting the little black caps a little... I can hear the calipers expanding after I come to a stop and sometimes I notice smoke coming from the wheels...:confused: