Are you really really really sure there's no tether hole ? If you take the back off and look ? reason I ask is my HTC wildfire is also "slippery" but with a two part tether (loop that fits the phone, connector, longer cord) I grab the cord automatically when I pick up the phone. Also allows me to hang it around my neck and slip phone inside shirt.
You might also consider buying a case from amazon (only get a good 'un - the one I ordered is a p*ss-poor case that's slightly too big and is useless.)