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The Astronomik site says that the EOS clip filter is compatible with your camera (500D) and if it's the same as mine (40D) it should slot into the space above the sensor as shown on their site - mine slots in and stays there - no problem. If you're doing the same things as specified on their site and the filter is still loose then not too sure what to advise! But, if you can get the filter to stay in place using tape, without compromising its performance in any way - go for it. Life is compromise in many ways after all!
Doesn't sound too much of a drama hopefully
Best of luck...
Doug
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