Try covering your lids in a layer of foundation, dryish concealer (blend!) and loose powder before starting on eye makeup. There are also lots of 'eye base' products such as Ruby & Millie's which might help, although to be honest I don't think they have much effect. A slightly dangerous but quite effective trick is to mist your lids with hairspray after finishing eye makeup. Keep eye CLOSED, use good hairspray, not cheap stuff, spray a fine mist, and move away from where you were stood straight after spraying. Works a treat :-)