I just pounded a piece of thick dowel about 3' long into the lawn and slipped the end of the PVC over it. I put up some support wires (fishing line) and it stayed stable. The lights were secured with tent stakes at the ground.
PVC did work for me, but make sure you get a thick enough piece with a decent diameter (I used 11/4", I wouldn't go much slimmer). Also, make sure your lights are balanced around the tree. Having it a little bit off can bend the pole a whole lot.