I'm really not too keen on the new lanyard or the way of attaching it; the P800 was cunning and tidy, if a bit obscure.
When I first attached the lanyard to the P900, it really looked quite tacky, and also suffered from "loosening up" every time you move the phone.
I've just tried attaching it the other way round, i.e., by threading the nylon cord down through the back hole and out the bottom hole (as opposed to in through the bottom hole and out the back) and found this to be way superior -- the cord self locks in place and holds the lanyard at a much better angle.
Try it and see!
(it probably tells you to do it this way in the manual, but I haven't gotten round to reading that yet...)