I too had problems with my '03 S, usually when I wasn't focusing on the shift, but rather, just slipping it into place.... that's when it would pop out and grind a bit. So initially, I'd say to concentrate on the shift more carefully in the short term. However, in the long term, I'd recommend the modified 2nd gear detent that is available from GBox in Colorado. It's a small part that can be installed by your mechanic while the engine and tranny remain in the car. I've had amazing results - it completely took care of the problem. I only wish I had done it sooner.
Good luck,
Pat