Soft ring for earbuds is gone!
This video shows how to replace the rubber ring using the end of a water balloon: http://www.youtube.com/watch?v=L5CMVrpKxrE
A very peculiar question. The rubber ring is often lost and I wonder if Apple does it on purpose. In any case, you will have more luck, searching for earbud caps. For example Full Silicone (designed for iPod headphones). If you google for Earphone Cap or similar, you’ll find a lot of colors/models/alternatives. Usually they are below 5 u$s.
Either of those will cover your earphone completely, preventing the annoying pain from the sharp plastic border exposed by the missing rubber ring.
Another small advantage of these things is that they prevent cerumen from going into your earphone.
I had the exact same problem within a few months of normal use. I had the headset replaced under warranty - twice! :-/
I now use the in-ear version instead because they can block out the surrounding noise and therefore allow me to turn the volume much softer - and get a better sound experience as well.
I'm not an audiophile; I know there are much more expensive headsets out there, but €70 is more than enough for my taste.