I've been able to attach the default reflector (intended for a cap) to my Logitech G35 heasdset as I always play with a headset on - works fine for me.
Picture of it here:
http://mooch.pwp.blueyonder.co.uk/trackir.jpg
The G35 headset comes with interchangeable pads to suit different head shapes, I've basically used one of them to fix the TrackIR reflector in place.