First, you must get your nipples excited. Lick your fingers and rub your nipples. Keep doing this until they are erect. Ice works very good for this and may even help numb the pain for you beginners, though I don't know why anyone would want to numb the exquisite feeling of pain.
Now take your nipple clamps or clothes pins and put one on each nipple. Take a few deep breaths and concentrate on the pain you are feeling in your chest. Isn't it lovely?