The vaginal cones do help assist in strengthening the pelvic floor muscles, which in turn, helps increase the strength of the contractions during
orgasm. If you find that when you insert a cone, it doesn't stay in, then you may want to start with basic
kegel exercises, so that you don't get discouraged. Do the kegels for 3-4 weeks, about 1-2 times/day. Make sure you do repetitions, approzimately 10 kegels at a time. The repetitions is what will help make the muscles stronger and have more emdurance. If you do just 2 or 3 in the AM and 2 or 3 in the PM, it won't 'build' the strength in the muscles.
After you have done them consistently for 3-4 weeks, THEN, go back to trying the vaginal cone. Start with the lightest weight for about 1-2 minutes, then increase the time. recommend continuing the basic kegel exercises (without the cone) 1 time/day in addition to using the vaginal cone 1 time/day.
Unfortunately, there is no exact science to 'how often' and 'how many repetitions', because everyone's body is different. Keep trying though! the exercises are good for preventation as well!