Wow...there's almost as many ways to make one of these as there are ways to quilt!
I ended up using the staple gun to sort of baste the batting in place (the staples did indeed pull right out), then stuck it down with duct tape. Somebody mentioned having to whack a few inches off of theirs because of the 8 foot ceilings, and I had to do the same thing. I'm just going to prop them against the wall and not bother trying to fasten them on there.
Now my new sewing room is almost done and I can finally start sewing again!