Sure, the thing looks like a pair of cranium-sucking alien parasites wired up to a stereo minijack, but the Radio Partner Custom Earset is actually a new way to shrink the often annoying space between music and your brain. After years of making fitted earpieces for hearing-aid users and newscasters, Radio Partner president Steven Stegman hit upon the idea of installing high-quality headphone speakers into them. The result: headphones that look funny when not on, but that positively won't budge when they are. Since they pipe music directly into the ear canal, you barely have to turn the volume dial past two for full, rich sound. The headphones must be custom-fitted which involves making a mold of the ear but the manufacturer says mail order customers can do the job at home. Priced from $69 to $109, depending on speaker quality, the headsets are available from Radio Partners Inc., 132 West 21st Street, New York, N.Y. 10011. Or call (800) 321-3364.