Step 1: The strap
Wrap the pronged end around your messenger bag's strap then cut it leaving a good 4 inch tail. In order to keep the freshly cut end from fraying it's good to burn it. I used a "hot knife" which is the right tool for the job but scissors and a lighter work fine too.
Step 2: Sew the pronged end
Wrap the pronged end around the messenger bag strap and sew it to itself. The stronger the better, so many passes with the sewing machine is good.