My cello string keeps slipping!?

So today I went to practice my cello. Well it's an old cello that my school let me take home, and so when I try and tune it, my D string's peg keeps slipping. It won't even stay for a few seconds! I thought I had it but then it slipped right in the middle of the peice that I was practicing. How can I keep it from slipping because I really need to practice! I heard chalk works but I don't really have any chalk at my house as far as I know....