1. 
Your belt should have a plain end and an end with a label (in the drawings, the white end is plain and the yellow end is label end)
2. 
With label facing outwards, wrap the belt anti-clockwise around you (viewed from above) so that the label end is somewhere near your back. The exact position will vary according to your waist size and the length of your belt. The main part of the belt should be at the front.
3. 
Holding the label end in place, continue to wrap the belt around you. If you pull the belt firmly, it should be able to hold the label end in place against your body.
4. 
If the belt is long enough, wrap it once more around your body, ending up with the loose end at the front. If the belt is not long enough, skip this stage.
5. 
Take the loose plain belt end and tuck it under the two layers of belt in front of you. This bit is vitally important as if you don't tuck under both layers, then as soon as you start training, the bottom layer will droop down. If there is only one layer, then tuck it under that.
6. 
Reach behind you and find the label end which is hopefully held in place by two circles of belt. Pull the end down and out from the layers of belt on top of it and un-wind the label end anti-clockwise until it is at the front. At this stage, you should have two belt ends of equal length; the label end hanging down and the plain end poking up. If the ends are not equal at this stage you will need to adjust how far you wind the belt around you in the first place.
7. 
Bend the plain end down. Take the label end and without twisting it, pass it behind the plain one.
8. 
Now wrap the label end once around the plain end.
9. 
Pull both ends outwards toward the sides to tighten the knot, then downwards at 45 degrees to give it the right shape. The two ends should be pointing out and down at 45 degrees and should be of even length.
Please note; brand new belts will be very stiff and hard to tie properly until you have
broken it in. If you don't mind washing the belt, this will soften the material far quicker.