Step 1: Ah the Ingenuity... Get Them Scissors Out!
As far as cutting holes in the headband, don't make any craters, hehe. You only want a slit so that the buds fit in snug and won't fall out.
Start by cutting one tiny hole one side of the headband. The hole should be just big enough for you to get your pinky through.
Put the head band on and align the hole with your left ear. Now find where the headband goes over your right ear, take off the headband, and cut a slit there. Now you got a headband with two holes exactly where your ears are.
Step 2: Stick 'em Through...
I took it out for a test run and yes I did look ridiculous with a bright blue headband with wires, but I'm pleased to say that it worked marvelously. No falling out of earbuds, no earache, just great. I did notice that I had to turn the volume up a bit more, but I guess that's because the buds weren't completely in my ear. Wasn't really a bother. Anyways, have fun with this. Instead of a headband, you can even use those ear-warmers or a beanie that goes over your ears.
Be sure to comment. Take care.