A clear plastic enclosure holds everything in place. The part holding the different silicone buds is removable, probably to prevent them getting easily lost.
You can check out more photos of the “opening” ceremony of my new iPod in this Flickr set. Enjoy!

DiePilot got some of those. I’ve used them, they work pretty well. I may have to score some for myself.
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EDIT: I just recieved my THIRD pair of these in 2 months. I bought my first pair from the Apple Store, San Francisco, and the left headphone broke a few weeks later.
Apple sent a second pair ( as i live several thousand miles from SF) and the same problem occured last week.
I hope my new pair will work well, as i really like these headphones.