Anyone know how to put a 4 1/2 round filter onto a 58mm (GL2, VX2000..) thread?
And where to find such a thing. Looking for an adapter setup. Thanks.

Perhaps the Cokin X series will accomodate that combination. Your filter is about twice the diameter as the thread of the lens, so it's a big difference.
Gaffer tape? The filter is probably too big.

You need a set of stepdown rings. This would include a ring big enough to hold the filter. It is threaded on the inside and outside. A retainer ring screws into the top part of the big ring to hold your filter in, then the bottom of the ring would have 58mm threads. You can call someplace that handles those to get the right combination. A Series 9 to 58mm is common, but 4.5" is bigger than Series 9. FVESCO in Denver is the place that always seems to have that kind of thing in stock. Do a Google search for their web page and give 'em a call.