Welcome to TBN!
Is the throttle lever moving? If so, there is probably a screw or bolt that adjusts the amount of friction on the lever to hold it where you set it. If the throttle lever is not moving, then you probably have a restriction in your fuel line somewhere, that will not maintain enough flow to keep the RPMs where you set them.
However, as Gatorboy said, you might get more specific advice if you can tell us the make and model of your tractor. It's a pretty good bet that someone on the forum has one just like it. /forums/images/graemlins/smirk.gif
Good luck.