Nope, you're not sweating or anything weird like that - it's just that makeup (particularly eye makeup, for reasons that I've never particularly figured out) fades pretty quickly, especially if you don't use foundation and/or powder along with it (powder for cream makeups, for the most part, if my understanding is right - because of my skin's annoying peach-fuzz, I can't use powder unless it's to set serious stage-grade makeup, because up close it highlights all the teensy little hairs. Not appealing).

The best thing to do if you want to avoid foundation (which I'm assuming since you didn't mention it) is to use a nice moisturizer before you put on your makeup. You might also try some of the cream eyeshadow blends, to see how they work, but honestly I've had more trouble with them than luck.

In short... don't worry, everybody who wears makeup has this problem. XD