Oil the leather. Rawlings gloves are crafted from thick leather, making them extremely stiff when you first buy them. In order to have the snap and reaction that you need when fielding, you'll want to soften the leather and build a pocket in the glove. You can find leather softening oil at the local sporting good store where you bought the glove. Follow the instructions, and rub a small amount of oil into the pocket of the glove. Rawlings suggests oiling the glove before the season, in the middle of the season and at the end of the season.
Place a regulation baseball inside of the glove, wrap the glove around the ball as if you were catching it and secure it into place using a rubber band. This will help form your pocket when you're not playing.
Practice, practice, practice. Think about a pair of shoes: they really don't get broken in and comfortable until you've worn them for a while. The same is true of a glove. Practice as often as you can with a regulation baseball and break it in the natural way. Play catch with someone else, practice fielding with a batter and repeatedly toss a ball into the pocket of the glove.
Practice with a backstop. No matter how many baseball buddies you have, there are bound to be a few afternoons during the dog days of summer when none of them are around to practice. A backstop allows you to practice by yourself, tossing a ball at the stop and then catching it. This is a simple, convenient way of ensuring that you get out every day and break in your glove.
After using your glove in games and practices, wrap it up with a ball again and secure the rubber band around it to keep it breaking in while you're not playing. Store it in a dry, dark place to avoid sun damage.
Store the glove in a warm car trunk. Rawlings advises that storing the glove in a trunk for a day or two when the weather is warm will help to soften the leather.
Listen to the pros. In the video clip linked below, prominent pros like Curtis Granderson and Joe Mauer talk about how they break in their Rawlings gloves. Some of the advice is similar, but some pros have unique ways of getting it done.