Southpa, Thanks for the suggestment. The problems are that it is a dimarzio, with the triangle shaped tabs - there isn;t really anywhere else to drill a hole. Also, I don't have any taps.
The good news is that my dad thought of getting a small nut to put on the other side of the pickup, that will hold it in place. He's going to look for one tomorrow and hopefully this problem will be solved in about 24 hours.
Another good thing is that, this was the first time that I have taken the bridge out. It was actually really really easy, and now I have a chance to give the guitar a nice cleaning and once-over.