Hi Victor,
One potential option is to get some kind of carrying accessory like a belt clip for it. I wouldn't just rely on the belt clip, but it might fix securely to the GPS and provide a better way to attach the lanyard to it. Also, with lanyard attached, you might be able to use the clip to fix it to your rucksack shoulder strap.
As I said, I wouldn't rely on just the belt clip because if you've got a rucksack on, it won't be compatible with the belt clip or might knock it off...
Another option is, depending on the dimensions of your device, get a mobile case or other such device. Alternatively, there is the Police method of fixing a radio to your kit (
http://www.niton999.co.uk/shop/category_show_Click-On-Dock-Kit.html). Some of the kit on the Niton site will be available for non-Police use and may be adaptable.
Mike