Thanks you both very much! As far as I know the rubber o-ring is in place; but the mounting shoe:
http://www.teleskop-express.de/shop/.../sksu630gs.jpg
seems almost impossible to attach firmly to its bracket. There's only the one screw to hold it in place, which seems to be not quite sufficient. Also, as has been pointed out on other forums, the finderscope is mounted from the bottom, so if it's loose enough, it could fall out - this could be disastrous with an collapsible tube. (Maybe a shroud would help here, or even a bit of plastic wrapped around and taped in place.)
Anyway, I'll double check that the o-ring is properly in place, and maybe bung a cable tie about the mounting shoe so that the finderscope can't fall out.
Ahh... we lives, and we learns...
Thanks again!