Quite a few hydrangeas do this, they are bred for the large heavy flowers. All you can do is provide some support, as you have done.

I'd like to a see a photo if possible, but can I ask, is it in a pot or in the ground? and does it have cone shaped flowers or is it a round, mophead type?

That is the way to deal with it in any form. When those flowers get wet from the rain the stems really bend over. I use narrow diameter clear plastic tubing, that can be purchased at any aquarium supply to encircle these plants about 1/2 way up. The tubing is invisible and the soft plastic won't cut into the stems. Secure directly to the plant with twisting ties as you go around it. I always sneak out a few of the twisties which are used to secure the plastic bags from the veggie dept in the supermarket......PLEASE! don't let anyone else know that I told you this ;)

We don't get free ties here Loose!
Your hydrangea will probably get stronger as it matures, unless it is Annabel, which is always rather weak stemmed. (There is a new Improved Annabel now)
Make sure it has plenty of space though - they do make very large bushes sometimes. One of mine is getting on for six feet tall and the long outside stems do bend almost to the ground in front.

Thank you for your helpful replies and in answer to Bamboo's question it is the mop head type

Unless you've had lots of rain, that shouldn't really happen - the only time I've seen that other than during spells of rain is if the plant is in a pot - is it?

It's in the ground Bamboo we planted it as soon as we bought it! The blooms have been huge and the stems just cannot support them. Some have bent over to the ground. I'm really disappointed with it and it doesn't seem to have as many leaves this year as when we bought it new.....

Oh, a photo would be really useful here, sounds like nutrient shortage, certainly nitrogen shortage if the leaves are sparse. Did you dig over and improve the soil by adding garden compost or composted material prior to planting?