What I done..
Get an old cardboard box, like a cereal box.
Cut the lips of it of and throw them away
Measure the circumfrence of your flash (I presume your using hot shoe flash)
Cut out a strip of card that sized, and a few CM wide.
Tape the ends up and fit it on your flash.. adjust so its nice and tight on.
Cut a slit in each end of the card (stanley knife) thats just a bit wider that your flash gels and there you go..
Not the most good looking holder in the world but it does the job!
Regards, James