RYD, they put the nasal tubes on me first and I wasn't comfortable.
During the second study, I tried a full face-mask because I was opening my mouth also, but I nearly freaked out and took it off before the technician could even get back to his computer. I put mine back on. Gawd I hated that one.
I was doing a pretty good job with keeping my mouth closed after using the machine for a couple of weeks, but the wife got me a chin-strap that works great. You can still open your mouth if you really want to, but it stays shut otherwise.
Now I put the chinstrap on, then the mask. I'll tell you one thing, it's beeatch getting those on after a night of drinking. I think it took me 10 minutes Saturday night.