I do it as Smo does, but be sure to angle the strap ... if you tinker with some rubber cement and 'tack' the bag onto the strap and then position it as you plan top wear it, the angle will come out right and you won't get the dorky- looking little pucker which says "a klutz made me."
:cursing:
Also, i like the straps a bit wider than most- i run to a full two inches ... this gets me better weight distribution (IMO) and it leaves room to put all manner of goodies (patch knife, powder measure, etc.) on the strap where they're readily accessable.
Just one guy's opinion - free and no doubt well worth the price.
make good smoke!