Steve B's approach looks like a good one. Very clean looking. The pic below shows a similar approach that is a bit more "homemade" but still very functional. This is my CV Ultron 28/1.7 lens. The rff member I bought it from did this and it seems to work well. Basically, he just put a small square of velcro on the lens cap and a corresponding small square of velcro on the top of the finder (barely visible in the pic below). That way, the finder just "sticks" to the lens cap for when I place it in my bag. And when I want to use the lens & finder, I just "peel" the finder off the lens cap and place it on top of my camera. Wouldn't work too well if you were just dropping a lens into a big bag (e.g., messenger bag style) with lots of other stuff, but works very well with camera bags where I can slide the lens into its own padded area/sleeve/holder/whatever. Only negative so far is that the lens cap velcro piece attracts a few "fuzzies" as you can see in the picture.
-Randy