Step 1: This step is only necessary if you have been living under a rock for the past decade and do not already own an mp3 player. Crawl out from under your rock and buy one. iPod, Walkman, generic brand, doesn’t matter.
Step 2: Throw away the crappy earbud headphones that came with the mp3 player and purchase a pair of high quality noise cancelling ones. (Pictured: Bose Quiet Comfort 3).
Step 3: Load up your player with enough music to last your commute time, taking into account delays. You don’t want to run out of music while stuck at the station waiting for a train that is delayed because some inconsiderate git decided to jump in front of it during the rush hour.
Step 4: Crank up the volume high enough to drown out the extremely annoying in-train announcements and station jingles.