I have some blemishes on my face and I used concealer but it won't stay on after I applied foundation. I used the powder from Physician Formula.

use a cream concealer!
powders will rub off and cream or liquid will adhere to your face a lot better, also, when you apply your foundation make sure you aren't pressing too hard or applying too much pressure, because that may be why your concealer is coming off.

here are a few good concealers i recommend:
http://www.sephora.com/browse/product.jhtml?id=P156212&categoryId=S10820&shouldP aginate=true
(stick concealer, more thick/heavy)
http://www.maccosmetics.com/templates/products/sp.tmpl?CATEGORY_ID=CATEGORY15106&PRODUCT_ID=PROD1 407
(i personally use this and find it to be really good when it comes to covering and staying put)

also, you might want to wear a foundation base before applying concealer because it can make the concealer set better and your makeup stays on better overall.