The attachment doesn't work for me, but ...

1) You might consider trying other shorts. They should be tight enough by themselves that you don't need a tight band around the thigh to keep them from riding up, and the bands around the thigh vary from one brand of shorts to another. Some are really bad, some are pretty good.

2) The band of the leg warmers isn't really tight (or at least mine aren't). When they are pulled all the way up, the band sits about 4 or 5 inches above the band for the shorts. When they are pushed down a bit, I've usually got a gap of about half an inch of skin between the band of my shorts and the band of my leg warmers. So the bands don't sit right on top of each other.