It seems fairly obviously they were held with the horizontal centre grip but I have seen some depictions of the shield being strapped onto the forearm by leather straps or enarmes as they call them.
http://en.wikipedia.org/wiki/Roman_legion
scroll down to the rotating roman soldier
http://youtu.be/trvNo79PsRI?t=2m47s
look carefully at the shield wielder's
Now this isn't a great deal of evidence to go on, an animation and a documentary but it has left me curious about something I felt was obvious.
The only really useful or practical application of the straps I saw was that it allowed you to still use the shield hand to grab stuff, like a ladder during a siege, or to allow the user to perform sideways knocking blows which knock the enemy's attack sideways rather than having to absorb the full blow of the attack.
Edit: I also know of the major disadvantages with the straps, not being able to perfom a punch block against enemies with big cutting weapons, not being able to form tetsudo or at least as easy and not being able to punch the enemy to unnerve them and throw them off balance.