Attaching lens filter/covers

I recently purchased a Pentax K-x that came with the DA-L 18-55mm zoom lens. To further protect the lens while outdoors I just purchased a generic "screw-on" clear lens cover that is threaded for attachement to the front of the lens. However, I noticed that the DA-L lens is not threaded. Consequently, there is nothing that will hold the lens cover in place. In the future what type of lens covers or filters do I need to purchase for this lens and how would they be attached?