You'll need a glove, a baseball (softball is pictured) and one strong or a couple of normal rubber bands.
Place the ball in inner heel of the glove.
Shimmy the rubber band(s) so they secure the ball in place.
Now, leave the glove alone for about the time it takes for a kid to sleep (10 hours or so).
Remove the rubber band and ball.
Try it on for size and voila! Your glove is broken in and you're ready to play ball.