Note -- I'm using different types of earwires in the photos below, but these techniques work for all the styles I offer :-)
To make a gorgeous pair of earrings with pinch bail earwires, you will need a pair of pinch bail earwires (in whichever style you prefer), 2 Swarovski pendant crystals of your choice or drilled stones with around 1.5mm holes (like the ones Swarovski crystals have), and a pair of wire-wrapping pliers (or tweezers).

Though sterling silver is relatively pliable, I don't recommend prying open a pinch-bail earwire using your fingers, because it might get opened unevenly or get bent. I suggest inserting the very tips of wire wrapping pliers (tweezers will work too)...
...and using the tool's natural force to open the pinch bail, while regulating it so it doesn't spring open too fast or too hard. Using this technique, the pressure is even from both sides. BTW this technique is also useful for opening jumprings evenly.

If you discover that the crystal or stone you want to use seems too loose in the bail, you might consider filing down the prongs a bit or nipping them very carefully with a pair of wire cutters. Be sure you know how exactly much you want to cut off before committing! Tip: never cut one side down much more than the other.

Below you can see another style of French wire, with the prongs spread open. Now it's time to insert a crystal...

And pinch the bail closed gently with your fingers....

Voila...there you go! These look fantastic and are easy to use :-)

To buy some sterling silver pinch bail earwires or pinch bails for making pendants, visit me at http://www.etsy.com/shop/shoutrinse, where I carry a variety of styles in addition to the ones shown here for illustration, including leverbacks and post-style earwires. Have fun!