I don't think there is, at the Microsoft store they have added this fabric that holds the pen at the top. It is glued on and is something I would never do, lol.
This has got to be one of the most resoundingly brain-dead omissions on the device. I almost never have my stylus with me on my SP1, just because I'm afraid to take it out of the house for fear of losing it.
Not as slick as having slot in the surface but I guess its not too bad of a compromise by having it on the keyboard.
I'm assuming the pen would eat up real estate within the internals, its probably too cramped in there as it is, the pen looks thicker than the tablet so maybe not a great marriage to create a slot.