I have been posed this question a couple of times and I have experimented and hope I have come up with several possible solutions. Hope this helps.
The question:
Why does the UTEE fly away when I am embossing?
Possible answers:
1) The proximity of the UTEE to the heating gun.
I find that one should always hold the gun away from the paper and wait till the UTEE start to melt before bringing the gun nearer to finish the job.
2) Embossing Ink is too dry
Kindly ensure that the embossing ink is refilled and not to dry. As if the ink is too dry, the UTEE is unable to adhere to the inked surface properly.
Possible Solution:
Of late I have been using the Perfect Medium as my embossing medium for UTEE. I find that its very "sticky" and the UTEE has a less tendency to fly off.
Hope I have answered correctly to this question. For those who have different solutions, please do share with us in the comment column.