There's likely a few tutorials around the forums showing how other members have done it, as there are a few ways. One method is to attach straps from the chest piece to the shoulder pieces. Likewise you could attach straps to the belt/cod to help hold up the thigh pieces, and continue from the thigh pieces to attach the knee and shin pieces with more straps.
Another possible method would be to sew a strip of velcro to the undersuit and attach the other side to the corresponding piece. Velcro has it's pros and cons, one of the downsides being that it adds that much extra bulk to the specific area.
A third possibility that I am thinking of experimenting with would be to attach an elastic/spandex liner to the piece. For example, with the Halo Reach bicep cuffs, one could sew a cuff of spandex or other stretchy material and attach it (perhaps along the seam) to the inside of the armor piece. When you put it on you slide your arm through the spandex cuff and the elasticity of the material just might hold it in place. I say "just might" because I have not actually tested this theory yet, it's just a concept I came up wit hafter buying a boxed lot of spandex material that I thought of using to make glove, neck seals, etc. from.