Here's How!
Start by choosing your favorite wool roving or batting and one of the unique Soft Foam Hat Forms along with your favorite felting needles, and begin needle felting your hat.

When the needle felting portion is completed, gently remove your needle felted hat from the Soft Foam Hat Form.

Gently, place your needle felted hat over a Hat Shaper and smooth it out and center it. 

Very slowly, pour about 2-3 cups of very hot soapy water right on the crown and let it soak into the fiber.  Carefully, massage the crown area, top and sides until the fiber starts to make a skin.

Then use some more water and thoroughly wet the brim.

Massage and rub on the brim until a skin starts to form.  Then you can finish making your hat as suggested in the slide show on the Hat Shapers website.