How do you get them to hold on? for me, if they grab each other, they slip away!

You have to click on the hand, or hands, that you want to make grab (or you can press "l" when your curser is over the wrist of the hand you want to make grab). Then when you make contact with the another body part (your own or your enemy's) a transparent green circle should appear at the point of contact.

Thanks.headbang