Inside the sun, gravity holds the plasma together. On Earth, people use superstrong magnets or lasers.
The idea that gravity holds plasma together in the sun's environment makes me wonder if it would be possible (or even practical) to use a centrifuge in order to generate the amount of gravity needed to maintain the plasma. The Sun's gravity is 28 gs compared to earths 1g, so I can't imagine that it would be possible, but it seems like a good idea in theory (not necessarily scale).