Start with completely dry hair. If you want more curl or texture, feel free to curl your hair before attempting this hairstyle. Then put on your headband.
Starting on the right side of your head, take a section of hair and wrap it up and over the rolled band, pulling the ends through the other side of the band.
Take the same section of hair, include a new section as well, and wrap up and over the rolled band again.
Repeat this technique until you get to the middle of the back of your head.
Repeat the same technique on the other side. Use a medium-hold hairspray to finish.