Out of curiosity... what kind of BCD did you buy?
This is what I think it is though...
A retention system particularly adapted to be used by divers which includes at least one lanyard having first and second ends, a first clip having a hook for securing thereon an implement, such as a dive light, slate, knife, etc., a slidable fastener associated with the first clip for sliding movement between opened and closed positions in the latter of which the implement can not be inadvertently dislodged from the hook, a second clip in the form of a loop having opposite ends between which is sandwiched an edge of a garment, such as a pocket edge of buoyancy control device (BCD), at least one fastener spanning the ends of the second clip and penetrating the garment edge to create a generally permanent connection between the second clip and the BCD pocket, and a releasable connector between the second clip and the second end of the lanyard whereby the implement is positively and permanently secured to the BCD and can be retained in the pocket thereof yet by quickly manually releasing the releasable connector, the implement can be quickly removed from (or reconnected to) the second clip.