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After cleaning, shaving and spraying some adhesive material to the skin of the shoulder area, apply some thin underlay / foam over sensitive areas such as the nipple and any pimples, boils, healing wounds, etc. This will prevent pain and irritation once the sticky tape is removed at a later time.  To save material and time, cut out small patches of the underlay material and place them directly over the nipple and other sensitive areas. The underlay will stick to the adhesive spray at least for a short period of time. Realize that although an arm sling is usually worn over your shirt and undergarments, taping / strapping of your shoulder is always done on bare skin and underneath all clothing. Start taping by applying "anchors" over the shoulder and the biceps muscle in the front part of the upper arm. Apply a piece of tape from the base of the nipple up and over the top of the shoulder to about mid-shoulder blade level. Lay one or two more strips of tape over the first for firm support. Then, wrap two or three straps of tape around the middle of the biceps muscle.  When this step is complete, you should have one anchor of tape running from your nipple to your upper back and a second anchor or band wrapped around your biceps. Don't wrap the second band of tape too tightly or you may cut off circulation to your arm. Numbness and tingling in your hand is a sign of reduced circulation. Check your fingernails by pressing them for a few seconds. If the color returns promptly, then the tape is a good fit. If it takes time to regain color, then the tape is too tight and should be reapplied. Support and protect the shoulder by applying two or four strips of tape diagonally in opposite directions from one anchor to the other. This should form an "X" or "cross" pattern around the shoulder, with the intersection (middle of the cross) centered over the lateral shoulder muscles (deltoids). Two strips of tape is the minimum, whereas doubling it up with four strips will provide more stability.  The tape should be applied snugly, but you should still be relatively comfortable. If you're experiencing undue pain from the taping / strapping, remove it and start over. Although breathable tape is often a good idea for taping other injuries, strapping a relocated shoulder requires thicker, more sturdy tape to be most effective. Start at the outside edge of the nipple and run a strip of tape over the shoulder and wrap it around and under the biceps of the upper arm. Essentially, you're connecting the two anchors again, but from the front instead of the side. A corkscrew (or spiral) pattern should be formed when you wrap it under and around the upper arm two or three times.  When wrapping underneath and around the upper arm, it may be better to use two or three separate strips of tape so the "corkscrew" doesn't get too tight and cut off circulation. Check your circulation in your fingers after each new application of tape. When this step is complete, re-anchor the work by applying one additional strip of tape over each of the original anchors (see above). In general, the more tape you use, the snugger its hold will be. As a reminder, this strapping / taping method is also done to prevent shoulder injury or aggravation, especially prior to playing sports such as football and rugby. After you've finished strapping the shoulder area with tape, it's time to use an elastic Tensor or Ace bandage. Run a length of the elastic bandage from the front of the chest over the top of the injured shoulder and under the biceps. Continue wrapping the bandage across the back, under the opposite armpit of the uninjured shoulder, across the front of the chest and back to underneath the injured shoulder. If you have enough bandage, do another pass for additional support and fasten the bandage to the underneath layer with metal clips or a safety pin.Remember to check circulation with the elastic bandage as well.  The main reasons to use an elastic wrap is to cover the tape and prevent it from coming off, as well as providing a little more support.  When using cold therapy, it's much easier and quicker to remove the elastic wrap, apply the ice over the injury (but on top of the tape), then re-apply the wrap again over the ice. To recap: you should have two tape anchors, connected and covered by a lateral "X" pattern and an inner "corkscrew" pattern of tape, all wrapped up in an elastic bandage that extends across the back and chest.
Apply the orthopedic underlay or foam. Tape "anchor" straps. Make an "X" strap over the shoulder with the tape. Make a "corkscrew" pattern from the chest to the biceps. Secure and cover the tape job with an elastic bandage.