While upgrading the bridge is the best option and it will make the guitar play a lot better, there is a way to get rid of the rattle. It might not be exactly "good practice", but it has worked for me in a pinch.
Grab a flat bladed screwdriver or something similar and kink the retainer wire in between the screws. Like this
http://guitarless.com/wp-content/upl...-Rattle-LG.jpg
Start with the saddles that are loose and work out from there. Try not to go too hard though.