carve/drill a small hole into each component, deep enough for a piece of wire or other thin piece of metal (such as a paperclip) to fit into, then stick the metal "pin" into one hole with superglue (and greenstuff if necessary) then once its dry slot the piece into the other hole, gluing the pin into the other side, and then glueing the component normally aswell. It should give you a nice solid hold.
realised that might be a little hard to follow, ill try and find a decent tutorial
http://forums.tauonline.org/hobby/61060-zenais-guide-pinning-models.html
Bam. looks pretty good, ill also add that a good way to make sure the holes are correctly lined up (so you don't have the piece in a weird position, is to decide where you are going to make the hole on the first piece, and then put a nice dot of paint on it, then push the pieces together how they would go, the paint should make a mark on the other piece and give you a pretty accurate indication of where to drill.