stick a toothpick through it and rubberband the toothpick down.
take some thread, place a stitch through the base and tie it to a rock.
couple suggestions
Another method we often use in addition to toothpicks and super glue is simply letting the corals attach naturally. Just take some crushed coral or rubble rock, fill a small deli cup with it about half full, and toss the frags in. The sides of the cup will keep the kenya tree from getting blown away, and it will naturally attach to the crushed coral, or the rubble. Works real good for mushrooms and ricordea which don't respond as well to gluing or tooth-picking.
I always superglue my kenya trees. My mother piece drops off arms of itself like crazy. You just have to make sure you get as much water out of them as possible before glueing. I usually touch the open end to a piece of paper towel to suck out the water, then glue.
I've got like 6 little frags I attached to rocks just waiting to be picked up by any reefers that want them. No one ever wants to stop by to grab them for free though....their considered a dandelion(weed) coral.
I have a kenya tree that started out on a frag plug, it was held there by a rubber band. Now he has moved off of the frag completely and on to my rock work.
I rubberband most of my corals down. That way I can just later cut the rubberband off the coral and let it grow naturally. Most soft corals that seems to work fine.