Welcome to the club.
Here are some options that other users on the forums have put together.
Also, depending on the manufacturer of the rack you have, you may have other options. Unfortunately Cycleracks.com is down at the moment. But the racks they make have soft luggage attachments, there are also other companies that do this.
I am sure there are many others if you poke around the forums some, I also remember seeing a soft bag that was a military surplus someone used recently, can't seem to find the thread now though.