I've made a few PVC sabers that have used d-rings using the same method that Infinite01 used above, but working with PVC is a lot different than metal. I initially found a decent d-ring assortment at Lowe's but then I went to Home Depot to see their selection and wow, Home Depot had a whole drawer of d-rings in a wide variety of shapes, colors, and materials. If your Home Depot is anything like mine then definitely head over there.
As far as hanging it from your belt, I've always wondered what the official method was on Luke's belt, for example. I found this picture:
It looks like just a metal hook attachment and incorporated into the belt itself. Just a warning, when you walk around that saber is bound to jump, jive, and wail and clock you in the knee every so often.