Ok now to the good stuff, here's a little trick I use when I go trap shooting, (sorry if you don't shoot trap or skeet, I'm sure you could use it for maybe some pistol and rifle use, But not likely). I've seen one other person on a gun range that uses it, so it's not my invention per se. It alleviates the need for a costly trap belt with the leather box and mesh bag.
To attach the box of shells to your belt, you simply cut two vertical slits in the back of the box, feed your belt through, and tear off the top cardboard flaps, then presto! you have an alternative to a costly trap belt, and a simple way to have your shells near by.