From Apple’s Web Site

For optimal sound quality and performance, the Apple In-Ear Headphones need to make a good seal with your ear canal. Simply placing the ear buds in your ear without making a good seal can result in less than desirable audio quality.

…Everyone’s ears are different… In some cases, wiggling the ear bud into place can also help. Let go of your ear when you feel a good seal . The ear bud should remain securely in place when there’s a good seal. Repeat the process until the desired fit is achieved.

If you’ve inserted the ear bud as far as is comfortable, but can’t get a good seal, try a larger ear cap size. If you get a good seal with a larger ear cap size, but it is uncomfortable, try a smaller ear cap size.

[ You might also try having your ears surgically altered to fit the size of the ear plugs ]