You will have to stitch it by hand on both the top and bottom edge if you want to remove it. I have never heard of a show where they allow you to simply pin it on. Most shows want the sleeve to measure at least 6". I normally measure my quilt's finished width and make my sleeve just an inch shorter. You can make the sleeve by taking a 12 1/2" by your quilt's full width peice of fabric and fold it in half, right sides together and stitch along the raw edge. Turn it right side out then turn under a finished edge on either side. I usually do a double 1/2" turn so no raw edges are showing. This provides a nice finished edge and makes the sleeve just 2" shorter than my quilt width. If you want to remove it, then attach it after you have bound the quilt. Line up the top edge of your sleeve with your binding edge and whip stitch or use a blind stitch like for applique along the top. I then measure down about 5" allowing an inch of looseness in the sleeve, pin and stitch to the bottom. Being careful to not let any of my stiches go through to the front of the quilt. The slack in the sleeve is for shows that display on dowels or 2 x 4 boards. This slack allows for the hanging rod and doesn't create a lump on the front of the quilt.
Here is a good tute, that does it very similar to how I do it.
http://www.ehow.com/how_8772043_put-...eve-quilt.html