You have to adjust the fit pads or ring

BMX Helmets that fit with pads come with at least one set of foam fitting pads, if you got a second set of thicker pads you can use them to customize the shape. You can also often remove the top pad entirely or use the thinnest ones. That will lower the helmet on the head, and will bring its protection down further on the sides. It could hamper the flow of cooling air slightly, but probably not enough for you to notice.

Next, adjust the side fit pads by using thicker pads if your head is narrow and there is a space, or add thicker pads in the back for shorter heads. Leaving some gaps will make the air flow better. The pads should touch your head all the way around, without making the fit too tight. The pads may compress slightly over time, but not much, so do not count on that to loosen the fit. The helmet should sit level on the head, with the front just above your eyebrows, or if you use glasses, just above the frame of your glasses. Your BMX Helmet should hit anything in front of you before your nose does.

There are also BMX helmets that use a fitting ring rather than side pads for adjustment. With these one-size-fits-all models you begin by adjusting the size of the ring. Some of them may require the ring so tight for real stability on your head that they feel binding, but loosening the ring can produce a sloppy fit, indicating that the helmet might be not for right your head.