First, figure out where on the tailbone the tail needs to hang to be at the proper height. Then either with a helper or 2 big hair clips with multiple teeth, I pull as much of the hair off the bone as possible, and clip it up to the upper part of the bone, getting it out of my way. The trick to hiding it is to have as much hair available to cover it later on as possible, and to get it to lie as flat and tight to the tailbone as possible.
I then just off to one side start braiding a small section of hair - make like 2-3 crosses. Then I braid it into one loop - threading one strand through and crossing it back into the braid, repeat with a second strand then continue braiding tight and close to the fake tail until you reach the fake tail. I then bring a small section of hair and pick it up and incooperate it into the tail, braid it down alittle further and tie it off with 2-3 rubber bands. Repeat on the other side. I then use electrical tape around the knobby part of the fake tail, about 3-4 wraps around, to hold it all together even more closely. Take the hair out of the clips and it should all lie nice and flat.
Show sheen on the hocks and making sure your fake tail and the real tail (I wash both daily) are super clean will help keep them from catching on the hind legs while moving. Also making sure the chestnuts are smooth.