As I recall from fitting mine, it's a "bash fit", whacking it with a wooden dowel from above, to the correct height. If yours falls out, either the cylinder or the clamp (or both) is not right. There might be a slot in the clamp and a "key" on the lock? I can't remember.
As noted by Nortster, it's not much of a deterrent. With a suitable punch and hammer, anyone can bash it right up from below. Still better than nothing.
If you get a new one, be sure to work it plenty and lube it, ensuring that it it runs up and down freely with the key, before installing. As delivered, mine was so stiff, the key was likely to break in service.