Its the pressure pushing ON your ears that will help. thats all you need.
get about 2 feet of duct tape or so...start by putting it on your ear, then going behind your head to your other ear, making sure to press hard on your ears. once you get back around to where you started, fold the end of the tape to make a little tab. (MAKE sure to do this)
As long as the tape goes over your forehead and back onto itself- overlapping a few inches (i always use about 4 inches of overlap)
then you are good.
the sweat will make it fall off in about 15 mins of hard work. but just reapply or use the peanut butter as I said earlier.