How bizarre... I was under the impression they just slipped over the top...

Here is another option I found on the "our house" website:

You can buy bath tap caps which make it difficult for little hands to turn on the hot water. Alternatively, cut a hole in a plastic soft drink bottle and secure it over the tap. It will make the tap less accessible and also make a noise if the child tries to pull it off.

*hugs*
Cailin