Are you sure it's not supposed to fall out?

I'm not even a guitarist, much less a classical one, but I think I've heard that the string tension is supposed to be the only thing holding the nut in on some classical ones.

I'd suggest holding off on the glue until you can get some advice from someone who knows.

If it is supposed to be held in just by the strings your only problem is making sure it's pointed in the right direction since each of the slots should be fitted to the string that goes in it. You'd put one or two strings on just snug enough to hold the nut up, and then bring the strings up to pitch all together.

John

John