Especially if you wear your ring everyday, as most of us do, take the time to first examine your ring yourself.
If you hold it by your ear and shake it, if the stone is loose you might hear it rattling in the setting. Or you can gently attempt to move the stone with your nail and see if there is any movement.
Of course, you should have your jeweler examine it at least once a year.
Recently, a client casually mentioned she had never checked her prongs and asked me if I thought it was necessary. I immediately examined her ring and saw that the stone was quite loose. Two of the prongs were no longer holding the stone!
So, please remember to check your diamond every now and then, it is certainly worth the time.