Hair Down with Veil

I was wondering if anyone has some advice for wearing hair down with a veil.

I have super fine hair, but a lot of it so it's deceiving. My veil falls right out if I just stick it in myself, and my hair dresser seems to want to 'build a shelf' to hold it in (by pinning pieces of hair under where the veil would go creating a solid base for it). I planned on wearing my hair half up, but in the trials I am really not liking it, and I think it's because of the 'shelf' effect... I think I'd rather just have it down and pinned off my face like this: http://img2.timeinc.net/instyle/images/2011/GalxMonth/011911-dianna-agron-400.jpg

The problem is that 'shelf' won't be there... Has anyone had this experience? Did you wear your hair down or pinned without a secure base for your veil to stick into? I'd love to see pictures or get input on how it worked out for you. Thanks in advance!

Hair Down with Veil

Can you pin it in with bobby pins to help it stay?