There's an easy solution to loose cables falling off of your desk - the cable catch.
To make one, you'll need:
-a plastic card you don't use (e.g. a hotel keycard)
-a hole punch (or not, depending on your skill with scissors)
-some adhesive (e.g. poster gum, mounting square)
Step 1: Cut the Card and Punch a Hole in It
Step 2: Cut Out a Small Notch From the Top of the Card to the Hole
Step 3: Use Adhesive to Stick the Catch to the Back of Your Desk
Then you thread the cable through the notch and it should stay in place.