Bruce, I agree with Larry. Sounds like you're not getting a good seal for some reason. What kind of wood it it? I've had some woods that were just to porous to hold with the vacuum. Is there any unevenness or warping on the part of the piece where you're attaching it to the vacuum chuck? Sometimes you can get it to grip uneven surfaces by adding a gasket of 1/4" or so closed cell foam between the chuck and the wood.
I'm guessing you're just working on the foot area, and not turning out near the edge of the piece. When you say the piece is odd-shaped, what do you mean? Is it turned on a weird axis or off-center somehow? Holding an out of balance piece can be tricky, too.
My fallback approaches for pieces that I can't get the vacuum to hold are to either use the vacuum chuck as a friction chuck with the tailstock holding the piece in place, or using stretch wrap or other tape to hold the piece to the lathe, usually held face to face with a rough turned bowl in the scroll chuck. (When I'm using the tape method, I keep the tailstock in place as long as possible, and use as low of speeds as I can.)
And Frank, for a piece that keeps getting out of the vacuum chuck, increasing the speed is not a good idea. Although speed is handy when turning a lot of air (like on a winged bowl), we're typically using the vacuum only while we work on the very foot of the piece, away from any wings or other odd shapes or surfaces.