how to wear a tail with a dress?

Especially a dress that doesn't have a belt and probably shouldn't be worn with one. Should I just pin it on and make sure the base has enough fluff that you can't spot the pin? [It's a unicorn tail so it won't have a lot of mass to weigh it down] Or should I wear it under the dress so it pokes out from under the bottom hem and just put it on a belt?

I'm assuming since the dress doesn't have an impression of split skirts that it wouldn't look realistic to have the tail pinned on the outside...?

This is the dress btw http://artemisia.com/store/images/MDBrgyGallery.JPG

I'm working on the foaming for the hoofboots at the moment, so I should be able to post a progress shot tomorrow or Monday. :)