My fingers are similarly teeny. My ring finger is technically a size 5, but that's really just to get it over the knuckle. Truly it's more of a 4, I guess, so I have to put up with a lot of sliding around. My engagement ring actually has what are called sizing beads, meant to keep it from doing that (and it mostly works).
I bet this has happened to you... sometimes when I ask to see a ring from a case the sales person will say, "Oh, are you looking for a pinky ring?" *laughing*