This is sort of a tutorial, it's very easy but the finished product looks very polished.
What you will need:
~A ring base
~A locket that is big enough to stick some tiny items into.
~Heavy-duty glue (I use Bead Fix)
~Some tiny items. I used two small paper roses in muted jewel tones, three pearl beads, some tiny feathers, and a small charm shaped liked scissors)
~Tweezers (to place your items more precisely)
~Metal snips (you don't need these persay, but they will help make your finished item look "cleaner".
The first thing I did was to snip the metal loop from the top of the locket. If you don't want to do this, or if you don't have metal snips, you can always glue a bead, or attach a charm to it to cover it.
Turn the locket (closed) facedown and glue your ring base to the back. Let the glue dry 24 hours.
Decide how "open" you want your locket to be. I sat the locket open in a few different positions on my finger to decide. Once you've decided, put a tiny drop of gue on the hinge to keep it from moving later. Let it dry for an hour or so.
Now you need to decide how to place your tiny items inside. I propped my ring between two books and sat my little items inside the locket a few different ways before I did the final glue, just so I could see how they would sit. Once you've decided, glue your items inside I suggest over-lapping them a bit). If you have any spaces, you can always fill them with tiny beads.
Done! Let it dry 24 hours before wearing it :)