Plastic knitting needles (go to second hand stores/op shops to find cheap ones)
Large pan of boiling water,
Tongs
A glass (Or something similar to bend the needles round)
Some string
and
A bangle that fits you well for getting the right size
In the mean time put your bangle onto the glass and figure out where you need to bend the needles, tie a piece of string or use some masking tape to mark how far down it needs to go.
Using the tongs, pull one needle out of the water and start to bend it, it should be easy to shape if it's not pop it back in the water to soften. I found that twisting the point under the bangle helped to keep them in place when they were cold, so quickly tuck one end under the other and push the soft bangle to the required point on your glass. Hold for a minute until it gets cold and holds that shape.
NOTE You are going to be using boiling water and handling hot items, if you intend to try this be very careful so not to burn yourself!