well from what I gather you are supposed to drill two holes in the strap area between the headrest posts. I am sure this is to secure them to the headrest.

I have them just sandwiched between the headrest and the top of the seat as you do right now. It would just be nicer if they were fully secured so there is no possibility of rattle, which I can't stand. I guess that is because I have an hour and 10 minute commute one way wach day to work. So rattles in vehicles really annoy me.