OK, safety and RSO hearing arguments aside, this is what I did once when I used to listen to my MP3 while out on the motorcycle.
I went to an audiologist office; they make hearing aids. I had ear cananl molds made around my earbuds. They were siliconed in place and could be changed with a little patience and a thin sharp blade to get the silicone out.
They cost me about $60.00 each if memory serves.
Check these out.
Beats™ by Dr. Dre™ Tour High Resolution In-Ear Headphones From Monster®
I use these to mow the lawn and other stuff. Really good insulation against outside noise. Never shot with them.