Those ear-buds never fit in my ears. But there's a simple solution to that.
Step 1: Obtain Plain Ol' Ear-buds.
I bought a new MP3 player. It came with these ear-buds. They don't fit me, and my left ear feels like someone sanded the inside of it -- that was me, twisting these to try to stuff them into my ears. Ouch.
Step 2: Remove Useless Foam Covers
The ear buds are hard plastic covered by a millimeter thin layer of stretchy foam. This foam acted like sandpaper on the inside of my ears. So just pinch them and pull them off. (The foam things, not my ears, please.)
Step 3: Get Some Jabra Ear-Gels
Jabra sells some great hands-free sets for cell phones. Mine is very comfortable, which gave me an idea. Buy a set of replacement gels. The medium ones fit me pretty well.
Step 4: Pick a Pair
The ear gels have 'left' and 'right' imprinted on the inside. You probably want one of each. They're somewhat flexible, though they'll hold their shape. The little hooks loop over one of those cute folds on your ears to hold them in.
Step 5: Insert Buds Into Gels
The gels are stretchy enough that they're pretty easy to pull over the ear buds where the foam covers were originally. I highly recommend matching up the 'left' ear bud to the gel marked 'left', and similarly the 'right' bud to the 'right' gel. Otherwise, you'll have to remove and swap your ears.
Step 6: Insert Gelled Buds Into Ears
Insert the now gelled buds into the appropriate ears and twist. (The gelled buds, not your ears.) The little hook will, well, hook over the fold in your ear.
These are much more comfortable this way, and as an added bonus I can actually hear my music better -- I had to lower the volume on the MP3 player after I did this because it was so much louder than the ill-fitting ear buds were.
I wish I'd thought of this before.