Hey Kim-
A couple things that worked for me-
1. Get some superglue GEL. Put a drop on a small rock. Take your shroom out of the water and lay face down, dab the bottom dry and put a drop on. Touch glue spot together and hold for a few seconds and then you can return it to the tank.
2. The rubble in a dish works as Dick suggested. Probably the best way but takes longest. When your shroom attaches to little pieces of rubble, then glue the rubble to a rock. voila!
3. Get some wedding veil material. Get the stuff with the largest holes in it that will still hold the shroom. Get this stuff to allow as much light and water flow as possible to get to the shroom. Loosely rap the veil around the shroom on the rock and place in low flow area for 4 days or so, it should attach itself to the rock.
4. Lazy man's(or womans) theory - Let it blow around and it will find a home. When it settles in a good spot, it will attach. This method is not recommended or guarenteed!
HTH
Good luck!
-Big Dave