It moves around for me when I don't put it through the belt loops, so I stick it through. Thankfully it's pretty easy to swing around while it's through the loops for using the bathroom. I tend to use the chains more than the belt because I haven't punched it yet, and because of the new-ness of the belt, the sporran top hangs forward a bit. I'm not sure what I'm worrying about, because I doubt I'm going to get stopped, "Oi, mate, your sporran top's a bit forward. Show some decency." or whatever.

I'm curious as to how running quickly with it on works. I should go find out. Worst of all cases, I take it off when I have to run, but then I run into the problem of the kilt coming up a bit, meaning I have to use my hands to put it down, slowing me down overall. I suppose the sporran helps with that.