Take a pair of scissors or an X-Acto knife and carefully puncture a hole into the ping-pong ball. Be very careful not to hurt yourself here! You may need to puncture the hole multiple times to get the hole large enough for the LED to go through. I used scissors to make an "X" slit. My holes were about 1/4-inch, which worked well for attaching and detaching the ping-pong balls. Repeat this step for all the ping-pong balls you plan to use.