You can buy the little plastic things for ~$2-3 on Amazon or Ebay (inc. shipping) but I agree with Shabby and I generally just eyeball it. On my Android phone, I just slid it in there and it stays in place. On phones that have a sort of tray (like an older iPhone for example), I use a bit of double-sided tape to hold it there.
On my wife's Nokia, the inside edges of the sim holder plastic thing tended to catch on the metal prongs for the SIM circuit and would catch the SIM adaptor and make it hard - almost impossible - to remove without messing the prongs up. So for my wife's Nokia I did the same thing and just eyeballed it and I let friction hold it. It works.... I've never had any of the three regular SIM phones lose their connection because the microSIM moved... they just stay there. You could use a tiny bit of tape if you wanted to be certain though.
Here's my SGS2 with the microSIM held in place by friction.