Bought a cheap leather gearknob through ebay:
First remove the standard gearknob. It is screwd on, so just screw the whole gearknob off.
The new gearknob is secured by 3 pointy screws that are in the package. Just put them a few turns.
There are also 3 different types of plastic tubes. You need to take the one with the largest inner diameter and cut a bit off. Put this over the gear leaver. Now put the plastic ring over the gear leaver and put the gearknop on the gear leaver.
Now tighten all the screws so the knob is secure. Finally screw on the plastic ring so it covers the screws.
Allthough it is a cheap gearknob, it still feels nicer then the standard plastic one.