Ensure that all of the edges of the ridge vent are caulked. Make sure that the vent and the full piece of shingle meet and are caulked in order to seal it.
Starting at one end of the roof vent, carefully lay the ridge-cap shingle over the center of the vent. Install the shingles by nailing them securely at the nail line of the vent, first on one edge of the shingle and then the other edge.
Overlap the next shingle on top of the first shingle you laid down by 6 inches and then secure it to the roof as well. Continue in this fashion, overlapping each shingle on top of the previous until you reach the end of the ridge vent. There is no need to caulk the shingles -- when the sun heats them, it will melt the tar on them, "gluing" them together securely.