Throw rugs tend to slip - especially on wooden floors. Be mindful when you place these small rugs as they can become easily damaged or even cause injury.
Gripper pads can be bought in hardware stores. Simply lie the pad on the floor and position the throw rug on top. The material of the gripper pad is non-slip, so the rug will be held in place. If you choose to move the pad and the rug, you can still do so quite freely.
If your throw rug is on carpet, stitch strips of the hooked half of Velcro to the bottom of the rug. This will keep it from slipping, though moving the rug could damage the underlying carpet.
Remove the rubber rings from preserve jars and stitch them to the bottom of your rug. If you have any pieces of rubber sheet, cut small pads and stitch them to the bottom of your rug (one near each corner). Either of these methods will be effective.
Throw rugs can tie a room together. Sometimes the answer to securing them is as simple as not putting them in high traffic areas.