How can I keep my broken collarbone (clavicle) in place all the time?

You can't. The clavicle or collarbone is impossible to immobilize completely. The good news is within one to two weeks, the fracture site becomes sticky. That means that the fracture is starting to heal and typically you do not feel the same amount of pain and you no longer feel the fracture pieces moving. In some situations, delayed healing can occur.
Sling. Depending on how it looks on x ray, the doctor may recommend operative or non-operative therapy. Operative therapy is recommended in active people with fractures that are shortened because of one well done study which showed decreased shoulder strength with non-operative therapy. Most heal with non-operative therapy with few issues with a simple sling.