mine is always fairly easy. For my actual show-y tail extension, I seperate the tail and do a smal braid in the middle (Where no one can see it) then slip the tail through that, and tie up the braid or band it so it holds it in. It's not fallen out for me yet. I just figured it out myself though there might be a better way, you could try youtube.
I have smaller, colored tail extensions that just have clippies. LOVE the clippies, but I doubt any good extensions will have little teeny tiny clips, haha. But what do I know. :)
Pssh.I didn't pick up the wrong lead
It's called a counter canter...
...A very advanced maneuver.