Rest the head of your club on the ground. Much like standard club grips, you should first hold the grip of the golf club in your left hand. Your left palm should be facing up, and the grip should lay across your palm. The end of the club's handle should end evenly with the heel of your hand.  The baseball grip is especially recommended if you find the overlapping or interlocking grip uncomfortable. The baseball grip is often recommended to children, senior citizens, and women to provide greater leverage in the swing. However, this grip can cause issues with form, like flipping at the end of the downswing. With the baseball grip, all the fingers of your left hand will wrap around the club, unlike other grips where your thumbs align with the club's handle. Hold the club loosely with your left hand fingers gripping in this fashion, with each finger, including your thumb, curling around the handle. Your right hand should be directly below your left, with the club resting loosely in your palm and only your left hand fingers curled around the handle. Your left thumb should touch the meaty part of your hand connected to your right pinkie. Curl your right hand fingers around the club. The thumbs of both hands should also wrap around the club handle, with your left thumb pushing slightly into the meaty part of your right hand connect to your pinkie. This grip is very similar to the standard baseball bat grip.

Summary:
Take the club in your left hand. Curl the fingers of your left hand around the club. Place your right hand below your left hand on the grip. Add your remaining fingers to the grip.