The trick for this style headband is to leave very long tails on both ends of each row, that will be used for the tie when the head band is finished.
Row 1: Red. Leave a tail about 10 inches long and us a single crochet or half-double crochet foundation chain. (This creates the chain as well as the first row of stitches and is stretchier than a traditional chain foundation row. It also leaves a tail at both ends.
For an easy tutorial for the no chain foundation row: http://serendipity.gpvm.com/no_chain.html#n_ch_hdc ) For a teen or adult sized headband like the one pictured I did approximately 50 stitches. Tie off, leave another 10 inch tail
Row 2: Orange. leaving a 10 inch tail, attach the orange yarn to one end of the head band. slip stitch for the first 10 or so stitches and then switch to a single crochet, single crochet until their are 10 or so stitches remaining. Switch back to a slip stitch to the end of the row. For added texture add a bobble stitch or a popcorn stitch every so often or use a double or treble crochet stitch mixed in once in a while. At the end of the row, tie off, leaving a 10 inch tail.
Row 3: Yellow. Add yellow yarn and follow pattern as for row 2 above.
Row 4: Green. Add green yarn and follow pattern for row 2 above.
Row 5: Blue. Add blue yarn and follow pattern for row 2 above.
Row 6: Purple. Add purple yarn and follow pattern for row 2 above, extra or special edge stitches may be used in some areas for a different look.
Ties: Split the tails into 3 sections of 2 colors each and braid. End with a square knot.
This head band works with any color hair, but looks especially fabulous on a red haired girl like the one in the pictures!