It's a combination of a design issue and a selection of poor materials for the cable. Here's something that might help out. How unsightly you want to make it is up to you! :)
I'd recommend getting some wire heat-shrink and slipping it over the connector. You'd like to leave some of the heat shrink over the back end of the connector and have an inch (or a bit more if you'd like) if it going down the cable. Now heat it with a heat gun (or hair dryer) and shrink it on. This should give the cable some added stiffness and support right at the connector, which is a weak spot.
With this done I'd recommend that the cable is run in from the top. If it needs more stiffness, perhaps one more layer of heat shrink.
An even better look is to find a right-angle adapter that you can plug into the socket and then plug into that. Especially if you run in from the bottom this way you will really relieve the strain on the wire at the connector. I'd still recommend heat shrinking it.
If you'd rather go old-skool cheap-o, electrical tape can be used as well, but clearly that will not look nearly as good.