I know what your talking about. My sister has one of those for her ipod.
Its basically a case with 2 little holes on the side so u can wear it as a "necklace" for when u cant put it in your pocket.
What I did is just get a lanyard that you can get with your digital camera, or purchase one and attach it between the headphone jack and vibrate switch. It works well if your the type that likes to hang stuff around your neck. I use it as a method to prevent dropping my phone while in use.
(Sorry images were shot with my 3GS without any editing)