I was a little annoyed with my mp3 player, in that I wanted to hang it around my neck but the wires weren't quite right.
One short section of electrical insulation and a bit of fiddling was all I needed.
Step 1: Materials
I now have some Skull Candy Ear buds, the original Sony things hurt my ears after about 10 min...
You need a small soft and flexible tube. I cut a bit of plastic insulation, but you could make one from tape or many other things