Quote Originally Posted by M. A. C. Newsome
Cut the eraser off of a standard pencil. When you pin the kilt pin on, stick the eraser on the pin (on the back of the apron). This will act as an anchor, so that if the kilt pin should come unclasped, it won't completely fall out. It will get stopped by the eraser and you'll be able to fix it.

Haven't lost a kilt pin yet!
Matt
Phil h posted a reply in another thread that had this site in it-
http://mykilts.tripod.com/id13.html
it has pics of what I think M. A. C. Newsome is describing plus other kilt related tips.