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Grab a selection of your favorite embellishments, such as pearls, sequins, crystals, jewels, beads, buttons and even strips of lace. You can find a vast array of options at your local craft store. Find a wide plastic headband, preferably one with a fabric covering as this will allow the embellishments to stick better. You will also need a hot glue gun. Try the headband on and mark a spot just above your ear on both sides. You don't want to embellish past this mark, or the headband will be uncomfortable to wear. Take your hot glue gun and start attaching the embellishments - you can completely cover the headband for an over-the-top, runway look or keep it a little more simple for understated glam. Wait for the glue to set before wearing.

Summary:
Gather your materials. Mark the headband. Start gluing.