Try to find some sticky putty. I once bought BluTack in the UK (which is blue) but other companies have similar things that are more invisible. I often use these sticky pads (they are for putting posters at the wall etc. and be able to remove without residue) if my figures cannot hold things properly. They should not damage the paint/figure at all and is easy to remove.

And the item should have been IN the box! Did you ever look in there? LOL Maybe you bought him used and so the part was missing.

I don't remember either what possessed me that day to look for Indiana Jones figures. I am really not that huge of a fan. But once I saw these I had to get them. Funny thing is, I bought them from two different sellers, who for some odd reason announced had them at the same time at ebay. I guess I was very lucky as they are so rare!