Cut a piece of material into a long strip (about 3/4 times the length of the object you're going to cover should be fine). It doesn't have to be neat, nor equal width the whole way down- mine wasn't. I used an old dress I hadn't worn in many moons.

Fold in the corners of the material at each end and glue. This makes it tidier in the long run.

Blob a bit of glue onto the inside end of your headband and attach one end of your strip of material.

Tightly wind the material around the headband, blobbing a bit of glue on the inside as you go to hold in place.

Once you reach the other end, blob another bit of glue.

I had an extra bit left by the time I got to the end of the band so I just started winding round the other way and glued the end on the inside. Done.