Remove the backside of the shadow box; set top part aside.
.
(Mine had a picture glued to it, i had to rip off. Make sure you buy a frame with a "pull-tab" on the back also ...or theyll be extremely difficult to open.)

Measure & cut a piece of cardboard from a box, so that it fits just inside the back-board
...leaving little space all around (mines about a 1/4 in from edge).

Hot Glue the cardboard down well, evenly spaced around.

Cut a piece of felt about same size as cardboard.
.
(You will use this to stretch overtop the cardboard, kinda like a canvas)

Glue down the felt across the top of the back-board (above the cardboard) very well.
Hold down to dry. ...u might burn your fingers. :/

Grab the opposite end of the felt, and tightly stretch it down to the bottom edge. Glue it down also.
...its okay if it overlaps the back-board, your gonna cut it off later. As long as its tight.
.
(It helps to glue down the middle first, to hold the stretch, then glue rest)

Repeat for other sides ...making it as flat & tight as possible.

Cut off excess felt hanging over edge.

And your done!

<--- Should look like this

VERY carefully pin your bugs to it, pushing it all the way thru into the cardboard. And carefully place it back in the frame, & display on wall!!
.
.
The cardboard & felt hold the pin VERY firmly & secure, so ur bugs dont move or wobble at all ...unlike most displays. It does take some force to get the pin thru cardboard, so id practice first before trying one with a bug on it.