What are you using to hold it on? I find an "icing" of just a little powdered sugar with just enough water in it to make a thickish paste works really well. You only have to hold it in place for a couple of minutes. It should be almost as thick as toothpaste. Just put a relatively thin line of it on the surfaces that will be sticking together, then gently press the pieces together and hold till they don't slide.
Otherwise, yeah, as others said, find something just the right height to prop it in place, and let it set, or hold it for a few minutes until it doesn't slide anymore.
Good luck! I love making gingerbread houses.