Take a thin pick, fold it in half, and slide the point end underneath the pick guard. Works a charm for anchoring near the end of the fingerboard and plucking about 3-4 inches from the end of the fingerboard (95% of my playing). Won't work for plucking near the bridge, however.
The opinion of most musicians I have met is that the music industry sucks. This is because the music industry sucks. - Robert Fripp