Try putting a rubber band around the thumb strap to reduce the size of the loop, giving a snugger fit.
My thumb is double-jointed, so it hyper-extends and backs out of the loop easily. I found that getting a snug fit really gave me boost in control, and my playing immediately improved. I finally put a rivet in the strap.
The HA-114 factory strap is rather short, so you don't have a lot to work with.
Ok the factory thumb strap is too long on those. You have to take the rivet out and place a nut, washer and bolt. I would put a leather strap. First take the pins out (a wire cutter will grip the pins well) to separate the frame from the bellows, then remove (unscrew) the plastic guard on around the buttons.. Then remove the rivet . Thats the hard part because the plastic can crack and chip very easily. take your time removing the rivet and use good tools.. You can get a Good strap from Jr Martin or Greg Mouton.
Your thumb strap isn't right. Also, you may be holding your hand in the wrong position. If you have one of Marc Savoy's videos he explains the way to use your thumb. One should be pushing with the palm of the right hand, really relieves the pressure on the thumb and makes it easier to move around on the keyboard. On the high notes (closest to the floor) one if forced to use one's thumb to push but on the middle and low notes it is easier to use your palm.
thanks Hugh for the tip about the palm.
Nedro, If I'm right, what Hugh means is that you don't actually place the palm up against the box, but use it to give some back-up force to the whole right hand in general, including the thumb. correct me if I'm wrong Hugh.
both you guys have cool websites too!