Got a old van passed down to me with some problems. Had no lock cylinder on the driver's side so I bought a new one and popped it in, and it's fuctional but loose as all hell. Don't want it to fall in or out. Any advice would be greatly appreciated.

 

The key cyl is held in place by flat fork shaped piece of spring steel that slides in place behind the rubber weatherstrip on the side of the door. If you peel the weatherstrip back from the edge you will see the slot the clip slides through right at the spot the cyl is located.
Your best bet is to go to a dealership and tell them you need a door lock cyl retainer. Once you see it,, the puzzle will fall into place.. You could try a salvage yard, but there may not be one close by.
I don't believe auto supply stores will carry that part , but you never know.