Hook your bra closed, and lay it out on a table. Mark a place on the back of the closed bra as well as the front where you will attach the straps. If you're not sure where a bra strap should attach to the bra, look at one of your strapped bras as a guideline. When done, hook a paper clip to each spot by inserting them into the fabric: two on the back, two on the front.
Connect the straps to the paper clips to check placement. Adjust as needed until the straps are in the right place.
Take off one of the paper clip place holders when you're ready to start sewing. Start at the back left. Place a small fabric hook, which you can find in a craft or fabric store in place of the paper clip. It looks like a tiny loop small enough to fit a bra strap hook. The base of the fabric hook should go on the inside top edge of the bra band.
Sew the fabric loop onto the inside top edge of the back left side of the bra. Nothing special here -- just loop the needle through from the inside, back in, and repeat that a few times until the small fabric hook is secure. Repeat these steps for the back right edge as well as the two front edges where you have paper clip placeholders.
Link the first bra strap into the back loop, then the front. Repeat on the other side, and check your finished work.
If the straps of the bra hurt on your shoulders or back no matter how you adjust them, you might need to go up a size (such as from a 34 to a 36).
Put your needle away on a pin cushion when not in use.