I couldn't find a place to install the mount that came with my lock, so I bought this to attach my U-Lock to my rear rack and I have been very happy with it, but it costs as much as your lock did. If you or a friend can sew, I bet you could rig up something similar with some nylon fabric and a roll of Velcro from the hardware store.

Amazon.com : U-Lock Holster - Bike Mount and Case : U Lock Holder : Sports & Outdoors