Here's how I do the head bands.
Start by sectioning off the top back of the head only. I like to put it up into a quick but just to hold it better.
Next, you're going to braid down, be sure to follow the hair line, you don't want to have just a straight braid. Keep it close to he head so that you don't end up with bumps when you connect them. I french braid only to right behind the ears, braid it out all the way then connect them together in the back. Here we have an inside out braid but a regular french braid or even puvvy braids would be cute too.
On a side part.
Notice how this is going to be halfway between the hair, not all the way under.
Then remove the bun, and style.