Privacy filter; what's the trick to it?

Not sure if this belongs in security or not. Was just given a privacy filter for my desktop screen. It fits but won't "stick." No instructions came with it. It just fits in the opening of the screen, there are no clips. Is there a trick to it? I thought that sliding it on might create some type of static that would hold it in place, but no such luck. Right now I have tape holding it on, but I am sure that's not right. Surely something is supposed to hold it in place. It's just a flat thin piece of plastic with the privacy screen embedded in it, no clips, no holes, no adhesive, nothing. Same as sticking a piece of paper to your screen.