Some of our clients wrap their hair around their head, & pin it in place underneath  their wigs. It can be easier to get it slicked down, close to your head, if your hair is wet or damp to start with. Place a stocking cap over your prepped hair. Pin the cap in place. You may also want to try braiding your hair into 1 or 2 very low, long braids at the nape of your neck. These can be criss-crossed; wrapped up; or wrapped around your head, and pinned in place. Place a stocking cap over your prepped hair. Pin the cap in place.