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At the center of each of the top 3 sides, and at the bottom of each vertical side, I drilled a hole, and ran a short stainless screw through. I folded an inch of sock material over, and put a grommet at the first corner. Then I ran the sock around the bottom, and measured where the next screw was, to locate the 2nd grommet. I continued around for each screw, getting the 1st & 2nd screws *twice*. This way, there is a full side of overlap, so it's not really possible for it to blow open.
I bought a grommet kit with brass grommets at a local sewing/fabric store.