The problem is definitely in the stem. Try tightening down on the packing nut. You can do this without turning off the water to the tub/shower. That should make it harder to turn the handle, thus keeping it from turning by itself. It's also possible that there's too much plumber's grease in the stem. You could turn off the water to the tub and check this by pulling out the stem. Other than that, just replace the stem, and remember to tighten the packing nut on the new one.