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Start in one corner of the wall and adhere each panel in a staggered pattern with thin strips of foam glue. Use a level as you go along to make sure the panels stay straight. If the panels come in an egg-carton format, it's a good idea to interchange between the two designs to maximize acoustic reduction.
Continue around the room, cutting out holes for any electrical sockets. Use leftover scraps of panels to fill in any gaps so that the entire wall is covered.