Here's what I did with mine: I filled a yoo-hoo bottle with cat litter to weight it, and wrapped one of those really thick paper dinner napkins around the little arm part. I basically wrapped that around as tight as I could, and wedged it in the bottle!
ta-daaaaa
it took me a while to find something to weigh it with, and I'm about to swap it out with aquarium gravel, since natural cat litter is ridiculously light. If you're super-crafty and need a semi-permanent solution, you could use Sugru (sort of like silicon playdough) or a DIY version of it to make a female piece for holding it on the table, making a more secure stopper than the napkin, or even just to increase the grip of it.
(mine got moved to the bottle because it kept falling off the monitor)
oh! I just remembered, I've also heard of someone who rubber-banded hers to a wine bottle!