Step 4: Create the Velcro strap
Hook or loop doesn't matter, as long as you have a long piece of one and a short piece (an inch or so) of the other.
Hot glue one end of the long strip to the bottom of the battery enclosure. Make sure it's hook or loop side facing the battery holder. Put it on the "up the arm" end, furthest away from where the armature wire sticks out, and pointing away from our little gap we left for our strap. Again, the picture is worth a thousand words.
When the glue cools, put the strap through the strap hole we left in step one. Then hot glue the short bit near the end of the strap. Leave about 1/2 inch to make it easier to pull off. Glue it on the hook or loop side, not the smooth side. (You could also stitch it, but the glue gun is already hot...)
You should now have an adjustable strap that will secure it to your arm.
Give it a try, put your arm through the strap and see how it fits.