There is no real good way, thats why I don't use them anymore. However, if you don't mind cutting down on the full number that you can get under one, lay out your tarp and set a row of bales on the edge of the tarp on the side that has the prevailing wind then do a 3-2 stack instead of a 3-2-1 then cover it......set a few bales against the far side and one on each end on top of the tarp.
You will have some sacrificial bales but it won't come off.
You can use blocks, tires, etc. but you will always have a job cleaning it up when your done, this way you don't have any extra work and you're not up as high when you are putting it on too.
That's my opinion.....feel free to make it yours.