Sometimes my fingers **** back, or go away from the fretboard whenever I do finger exercises. I was wondering, what should I do to prevent this? Thanks.
That's a very odd expression to use to describe it.

I know what you mean, though. It used to be a regular problem for me in regards to my little finger, however over time and with practice it just seemed to straighten itself out. I don't have that problem anymore.
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Think about it this way, your not lifting your finger off the fret, your just not pressing down on it anymore. So what I'm saying is don't physically try to pull your finger from the fret just stop pressing down. And oh yeah, try to keep a relaxed hand.