Suggestion: Check out the ankle holster thread on the CCW subforum. It was posted on 11-5-09.
I am not a fan of the ankle holster. You can see why in my post on that thread, BUT if it's your only option, it's your only option. I would suggest one of the ankle holsters with fleece backing and a snap to secure the weapon. I've seen too many go sliding across the pavement when people just stick them in one of those clip in the pants holsters and put them in a cowboy boot.