If you go to your local fabric store, you can find very small plastic and rubber washers made specifically for pins and broaches and things. Poke the kilt pin through the washer and then through the kilt and through another washer on the other side. It has the same affect as a protective grommet on a button hole. It keeps the fabric from tearing and helps keep you from losing your kilt pin. A thick rubberband will do the trick too.