Because most parts are machined from flat plate, you simply need to weigh down the plate, to keep it from floating, and fixture it from the sides to prevent sideways motion. It is nice to have a little extra material to hold on to for this reason.
Basic fixturing for cutting parts from a brass plate
In the above picture, you see a lot of weights on top of the brass sheet.You should always fixture in the X, Y, and Z directions with enough force that the part cannot wiggle. You can test this by trying to move the part by hand—if it can jiggle at all, then it needs more fixturing. The force from the jet itself is not very much, but thin parts will tend to float, and any vibrations from the cutting process may jiggle the part.
Another way to fixture thin materials
In the above picture, a square has been fitted to the edge of the machining table and mounted with screws. The plate can then be pushed flush against the square, while tabs mounted to the square hold the plate down.