Step 1: Buy Earplugs
I use them for work because I sometimes spend periods in a loudly air conditioned server room.
The plugs are made by a company called "Design GO" and cost 6UKP
Step 2: Cut the Stalks
You'll have to cut a little of the stalk (ie - the tube of rubber the plugs go into from the back. Otherwise, it's too floppy to get inside your ear properly.
Step 3: Attach to Earphones
Fold the flanges of the plug back, and work the rubber over the little pole that contains the speaker. It's easier if you get one side on, and then pivot the thing over.
Once the rubber is totally over the plug, work it back as far as you can, and that's it!
Step 4: Job Done!
One word of warning, while using these headphones, you won't be able to hear things around you. Pay more attention to traffic while walking, and for bob's sake, don't wear them while cycling!
This is my first instructable, hope you liked it!