There's a clay like adhesive you can get at your lfs that you can form into a little ball and press into the rock to be able to "plant" in. It comes in a tube and has two different adhesives alongside each other that you press into each other and work into a paste. I did it with a couple of different corals. It works well and although it looks a little foreign at first, after a few months the color fades and it will start to blend with the rock. It smells badly too... so don't be afraid of that (at least the brand I had did.)
It does not work well, however, to simply hold stuff down (just pressing a small piece of rock onto another piece...) I tried that too, trying to adhere a small round rock with some zoos on it to my LR, and it kept falling off even after it dried. It works a lot better as a "planting" bed than to simply use a pat of it to adhere on rock to another...