All you gotta do is tie a surgeon's knot. It's like a regular shoelace tie-job, but you loop the 2nd "dog ear" loop through the center loop (the one that closes when you pull the laces tight) twice instead of once. You can still untie the laces like normal, it just takes more pulling force.
It's explained fairly well here:
http://www.kk.org/cooltools/archives/001351.php
Ben