I used a hybrid way of doing it. Instead of putting hole through the cloth like some say, I used a piece of paracord about 18" long and tied a noose on one end and a keyring (split-ring) on the other. Connected the noose to the latch and tightened it down and removed the headrest and put the headrest support through the keyring and re-installed the headrest. Works like a charm and doesn't fall, always in reach.
Just thought I'd share.