Rub a clean, soft cloth into the glove conditioner. There should only be a thin layer of conditioner on the cloth; applying too much conditioner will cause the glove leather to deteriorate.
Start on the palm of the glove and rub the conditioner on in small, circular motions radiating out from the center. Condition the entire palm with a thin layer of oil.
Put more oil on the cloth if necessary, again using as little as possible. Stroke the cloth up the inside of each finger, coating each one evenly. Apply the conditioner the same way to the outsides of the fingers and thumb.
Allow the oil to soak into the leather for about 20 minutes. Then, place a baseball in the palm of the glove and fold the glove around the ball. Tie it firmly but gently shut with several shoe laces and place it in a cool, dry place overnight.
Play catch with your glove for about 20 minutes a day to help the oil soften the leather and form the "catcher's pocket" in the palm of the glove.