The best thing to do is to loosen your shifters and brake levers. Take a razor blade and slice off the very end of the grip. Or, if you've got an aluminum bar, hit the end of the grip with a rubber mallet. This will produce a cookie cutter effect on the grip. Insert a thin screw driver under the grip (careful not the scratch the bar) and spray some hairspray in there. Just enough to break the grip free so it can spin on the bar. Move everything inbound, enough space to mount the bar-end. Shift everything back outbound so the grip is fixed tightly between the shifter and the bar-end. Let hairspray dry overnight.

Oh yeah, don't go Gorilla Grip Tight on your shifters and bar-ends. You want them snug, but not tight, like Khuon said. If you crash, the bar-end or shifter or brake lever will spin instead of being so tight it breaks! You should have them tight enough that it'll take a fair amount of effort to turn them.

L8R