If you need to sand a small part, it can be a trying process at times, one that leads to the removal of your fingertips. The best way I've found to sand small parts is to attach them to something bigger. The best way to do this is to use carpet tape, which is double-sided.

I find that using "standard" double-sided tape (the kind that is somewhat foamy) results in a residue on the pieces being sanded. The carpet tape comes off the piece to be sanded much better, and it is still strong enough to hold the piece in place when it is being sanded.