I usually just wrap it around the block and hold the block in my hand which keeps the sandpaper in place. That makes it easy to adjust the paper as I use it. If that doesn't work (small hands may make it tough), a couple thumb tacks would do the trick.
Login using the form on the top of the page to post feedback (if you are a registered user). If you have not yet registered, click here to do so. It's FREE!.