Here's the process.
Toast the marshmallow.
If it's a s'more, your next step is easy -- mash it between two graham crackers and a slab of chocolate (preferably dark), and eat quickly. (Michelle Obama recommends sliced strawberries and vanilla yogurt on graham crackers, and calls them Strawberry S'mores. Okay with me...but they're not s'mores. Sorry, Mrs. P.)
If you need a shot glass instead, carefully hollow out the marshmallow. (Eat the gloppy stuff inside, or anoint a graham cracker with it.) Let cool a bit, then fill with your favorite beverage -- and not just alcoholic, either. Chocolate syrup, milkshake...your imagination is the limit. (I personally see Kahlua in these little guys.)
It works. Really. Go here for more. Or watch this, courtesy of The Watering Mouth: