My method was to straighten out a piece of metal coat hanger and bend to fit around valence. The long piece needs to be long enough to just barely reach beyond the end of the tube. The shorter piece slides into this then attaches to the valence. I coated the end with the stuff intended to coat tool handles and such, available at your local hardware store. It's a quick fix. Only downside is that if you forget to take it down and travel with your windows open you'll wind up with the whole roll unwound on the floor. Oops.
The long piece:
The short piece:
Together on the valence:
x-posted in a slightly different form to eor