Xl Sports Bra

I just bought a sports bra and went jogging in it for the first time today and my boobs fall out of the bottom of the bra. Does this mean that the bra is too small or too big? It only says it is a size XL and that XL fits 38-40, but it doesn't have anything regarding cup size. I am having trouble lately. I normally wear 40D, but then when I got measured for the first time at Victoria's Secret, she told me I was 36D...so now that got me all confused. Then the girl at the store also said that she wasn't sure if that would be my size at other stores. Why would sizes be different? It's not like a small, medium, large type of thing; it's measuring your actual size, so why would it be differently depending on the store/brand?! Arg, I'm so frustrated right now. Anyway, my main question is basically, if my boobs fall out the bottom, is the bra too small or too big??