I've had no problem with the sandpaper staying put. I just used the included bag and no vacuum attached. Covers a large area fast, dust collection pretty good. This is the best palm sander I've ever used. Best of all, I am glad I came across the Milwaukee line.
Milwaukee 6033-21 Features & Specs
COMPACT SIZE allows you to keep a firm grip on the tool with one hand while you steady your furniture with the other. Perfect for putting the finishing touches on cabinets, tables, chairs, and other relatively small pieces
SWIRL-FREE FINISH: Use this to keep a consistent finish on your jobs without streaks or swirls
SIMPLE PAPER CLAMP SYSTEM: A push-button release on the back of the unit makes for easy sandpaper changes that will save you time on the job site
MULTIPLE DUST COLLECTION SOLUTIONS: A dust bag is included to keep your work zone cleared of debris. You may also plug this unit into a number of workshop vacuums with the universal adaptor on the back
INCLUDED SANDPAPER: One sheet of 100 grain and one sheet of 150 grain paper is included. There is also a hole puncher to conform whicher quarter sheets of paper you have to this particular orbital sander
Editor's Impressions Of The Milwaukee 6033-21
Tool Motor Power
Value For Money
Milwaukee 6033-21 Final Thoughts
I've had no problem with the sandpaper staying put. This almost immediately became a go-to tool. I was surprised at the Milwaukee's ease of use. Amazing how powerful the motor is and ergonomic it is. Fell off saw horse and would not come back on.