Woman on top!

Hi everyone!

i am sure this question has come up many times already and I am only just asking but I am in a new relationship and the sex is great except when I am on top. I like being there but I find while doing the moving as I am coming down his hips tend to sink into the bed and I find it hard to get the same deep penetration. I have tried to put a pillow under him but I must be putting it in the wrong place of something! Any ideas?

Thanks in Advance

sara