Headphones with a small/adjustable neckband

I have been trying to find a decent pair of neck band headphones that my girlfriend can use down the gym. She does not like in-ear headphones and does not like the other sports varieties that just clip over the ear with no neck band. So this just left us with the choice of neck band headphones. The problem is that on all the sets of headphones we have seen so far, the neck band is to big and so doesnt apply the right kind of pressure to keep them fixed on the ear. The Sennheiser PMX60's were ok, but then recently we have tried the Sennheiser PMX200's which have been the best so far. The PMX200's have a clip over the ear, but also have the neckband to push them on to the ears so that you don't feel like they will fall off. We have also found that the PMX200's are great for shielding outside noise, which is great for blocking dodgy gym music and loud machines/instructors.

The problem is that the band still has a good few centimetres free space at the back and so floats around a little. Does anyone know of any headphones that have a really small neck band ... or have adjustable neckbands, that also offer the same kind of quality as the Sennheisers? Or does anyone know of any hifi shops that will let you try such things before you by them?

Thanks for your help.

Cheers
Craig