Chicago Screws can be found at your local tack store.
If you ALWAYS have your holsters in the same place they work. If you arrange the holsters per stage, or push em back when working they are not a good choice.
If you are referring to holsters coming UP with the gun when drawn, there are other methods to fix this. One of which is some silicone or the like on the inside of the holsters, you want a slightly snug fit but not have to wrestle them out. (i use KG9 but I believe they have stopped making it, or so I have heard)
Another thing to do is get some small pieces of fairly firm leather, mark where the bottom of your belt is on the holster, below this attached a small rectangle of leather with rivets or Chicago screws, make sure when the holster goes onto the belt this flap is on the outside of the belt, this will work as a hold down for the holster.