Ok, I did pretty much the same thing a few days ago, and I tried a few different methods.
For the really small comb, I just took some cotton kite string and a really big sewing needle and basically passed the string through the top of the comb and tied it on. I maybe made 3 or 4 loops- bees weren't so mad since it was new comb, so no problem.
For a bit larger comb, I took some wire that's used for making craft bead bracelets, and ran it around the perimeter of the comb and ran it up through a couple of small holes I drilled in the bars. I put a tack in the top of the bar to wrap the wire around for tension. This worked just okay, but was good in a pinch.
The next day, I went and got some small dowel rods from Wal-mart. I drilled a couple of holes in the top of the bar, at about the same angle that the comb sides had (roughly triangular). I stuck the rods through the top of the bar and down along the sides of the comb, making in essence a small frame (Thanks Michael Bush for the frame idea). The dowels were pointed towards the center of the hive, so the comb can't slip out. This worked very well for my comb with brood since the bees are pretty defensive of their babies.
Michael Bush also recommended taking a small piece of wood, and using it to support the bottom of the comb, and then tying the wood to the bar. I haven't had to try that, but it sounds like a great idea too.
Also, make sure the top of the comb is touching the bar so the bees can reconnect it, which they'll do pretty quickly- like overnight.
I did my reattachment in the evening when it was a bit cool outside, I didn't have much of a problem with the comb but I did managed to get stung once on my pinky finger. I don't use gloves, and I found if I gave a couple of little puffs of smoke before I started, I didn't run into many problems at all.
Good luck, and hope this helps a bit.