Get some soft wire (not electrical wire that is insulated) and wrap it around the end of the muffler. Then twist the hell out of it. Wrap it around the muffler and then around another part of the engine. This "Safety wire" will probably keep it from coming loose, and should it still loosen (which it can't if done right) it will keep the muffler from falling off and getting lost.

This pic isn't a very good representation, but maybe it will help