The NEO should not get stuck in your ear. The dome on the NEO will help you comfortably place it into your ear canal. The NEO should sit at the entrance to your ear canal. The removal string will enable you to safely remove the NEO.
To see how to safely insert the NEO into your ear canal , please see the article How do I put the NEO in my ear? How do I take it out?
You may also see your User Manual for more information.