I ended up using the cable itself to secure the lock to the frame, and here's how I do it:
First, bring the ends together, folding the cable in half, then pass the bend through the two loops.
Next, drop the straight end of the U-bar through the hoops, with both the single and the doubled cable-bends on the outside of the U.
Pass the doubled cable-bend over the angled end of the U-bar, and use the single cable-bend to pull it just snug, not too tight. You don't want too much slack in the remaining length of cable.
Now wrap the single cable-bend around the straight side of the U-bar, and pass its loop over the angled end, just as you did the doubled bend.
And you're done! Attach to your frame as pictured, and the cable will provide enough tension to hold the lock firmly in place.
Depending on how sensitive you are about the paint job on your frame, you may want to wrap a bit of inner tube around the top of the frame where the top of the lock will rest, securing it with some tape. I was a little concerned at first that this arrangement might be hard on my rear brake cable, but it hasn't been a problem.