The camera strap hanging around your neck is only as good the security of its attachment to the camera. To ensure it doesn't come off and give you a heart-attack as you watch your DSLR freefall and shatter, you need to eliminate loose ends.
Wired put together a little guide on the right technique to attach your straps.
Step 1: First, loop the strap through the eyelet from the outside in. But don't stop here.
Step 2: In this step, we're just giving you some slack so that step 3 is easier.
Step 3: Thread the buckle from the inside, top opening first, with the loose end of the strap.
Step 4: When you're finished, you should have a double loop threaded through each buckle with no dangling loose ends.
The photo above shows you what the end result should look like. Head to the link below for detailed descriptions and step-by-step pics.