How to hold rocks when drilling?

I've read the posts about drilling glass and rocks and feel like I can start.  However - how do you hold the rock?? I know I need to do it in a container of water, so should I just hold the rock with some kind of clamp and put it under the water??

[Metalman]

Well I usually just hold them and work slowly. You want to lift the drill bit up and down as you go to let the water clear the bits ground off from the drilling. I rarely have trouble with the drill 'twisting' the stones or glass.  If it is, you are trying to drill averly fast - this will tend to heat up the drill and stone with attendent hazards [drill bit wear and stones cracking]
If you need it, I can think of 3 helps for this circumstance
1] The rubber blocks [R&T# 69-124] make a great surface forpressing an irregular shape down onto to secure it while you work
2] Small clamps with soft plastic or rubber jaws are available from discount tool suppliers
3] Take spring clothes pins and trim the jaw back to a workable shape for your task. Wrap some tape around the back end to hold the jaws open temporarily. Dip your clothes pin into Tool Magic [R&T#69-160] - 2 coats is good. Let it dry well and you have your own mini clamp.

Thanks!  I do have some rubber coated clamps that I think might work.  I'll give them a try!