Thin, flexible wire
Yarn (the thicker the better if you're going for glam)
Step 1: Using Circular Needles Cast on Twice the Circumstance of Your Head
The best way to do this is to take a single piece of yarn and wrap it around twice, then split that measurement down the middle with the needle, then cast on
Step 2: Cut and Measure Wire
To fit around your head
Step 3: Knit One Pearl Two Ten Times
This varies on how you want your head band to look like and the size needles/size of yarn.
Step 4: Weave in Wire in Exchange for Needles
Use one needle end to guide the wire into the next row, transitioning to eventually using only the wire (to be measured around your head before hand and cut accordingly) to knit the band around said wire.
Step 5: Start Weaving in the Wire
In place of one of the needles
Step 6: Knit Until the Wire Is Completely Knitted
Then take the end and tie a firm not around the end-- or both ends if you want the headband to connect