As far as belts etc go, the best one that I have found is the Multiway Body band by a company called Hid-in. It is not bulky at all, really comfortable and does not resemble a 'medical accessory' which some of the ones the pump companies have do.
The other advantage of this one is that it undoes on a hook and slide, which the other lycra one I bought first does not. This means you don't have to step in to it like the all in one bands.
They are not cheap, but I wear mine every night, as well as sometimes in the day and they are comfortable and allow me to sleep with the pump without worrying where it is or that it might fall out or I would drop it when I get out of bed etc.
Really hope you are getting on ok, and that when you are used to the pump, you love it.
Curlygirl