It is essential that the work is held securely before you start any routing operation, otherwise you will have great difficulty controlling the path of the cutter and risk damaging the work. At worst, it may be spun off violently with potentially disastrous consequences for you, the work, the cutter or the router itself.
There are literally dozens of ways of clamping the work, using a variety of strategies depending on the type of work and the cut you are trying to perform. You can use many of the traditional methods like G-cramps, bench dogs and vices, but also add to these a wide range of homemade devices such as folding wedges, cams and pegs or even a purpose made workboard. Sometimes you may have to combine several clamping methods for particularly awkward jobs.