Sorry to hear your lights didn't work the way you wanted. Cheap stuff on ebay can be hit or miss, but i have had success with leds from ebay on many occasions.
I used 3M tape Intuit already mentioned to stick both my led halos inside my housing and my led turn signal light strips with success for over a year. Nothing has come loose, although i imagine one day it will. The 3M tape alows me to remove a light if it goes bad without possible damage to the housing, and i dont have any unneccessary screw holes either. Hot glue was an idea i had, but i was afraid vibration would cause my lights to fall off, so i chose the 3M tape.