Turn the thumb of the glove inside out to leave just the four fingers. Also fold the cuff into the inside of the glove.
Bend the ends of the pipe cleaner over (so they're not so sharp and don't poke through the glove) and push into one of the outer fingers. Then push the other end of the pipe cleaner into the other outer finger of the glove. This will make it so you can bend the monster's arms upwards, otherwise they will point down with the legs. However if you don't have a pipe cleaner don't worry as it wont make too much difference!