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Take them out and put a strap in the back instead.
That used to happen to me, too! So, I took all the combs out, and just left the elastic bra-like strap that clasps at the back. I use about 2 bobby pins in the front (one near each ear), and if I want for extra security I put another 2 in the back. I keep my satin scarf on under (not a wig cap!) and that ensures that my hair (especially my edges) are protected and not dried out. The most important step is taking the combs out...they're just not worth the damage they cause. Bobby pins work jusst fine.
I agree with the above posters. Cut the combs off and use bobby pins. Wig clips are pretty safe too. I would wear a stocking cap and clip them to the cap instead of my hair.