They offer very slim headphones that can be worn while you sleep, and very comfortably so. These have actually made falling asleep a lot easier for me. 

And they are only a couple of emails away!

http://www.bedphones.com/contact-us/

Fill that forum out.

Say something is wrong with the headphones (Try to use something different besides "I get no sound" like everyone else)

They should email you in a day or two, probably asking for an order number, just say you got them for Christmas, and you don't have it or something.

Then you should get an email like this

Wait a few days for shipping, and then enjoy your free bedphones, and good nights of sleep.

This isn't a huge company, so don't needlessly rape them, or better yet, don't even SE them if you don't want their headphones.