If it somewhere where this would work, you could keep the dressing in place by wearing something over it, such as a piece of elastic stocking, or the sleeve cut from an old jumper or cardigan. Or the top of a sock (with the foot removed) fits well on a wrist or lower arm -it also covers a wound on the palm or back of a hand, if you make a small hole for the thumb to go through, and wear it with the fraying cut end concealed under a sleeve.
If its position is somewhere that these won't work, I can't suggest anything.