Glue the end of a strip to the inside end of the headband, about an inch up the band. Fold strip around the band end and glue to the outside as well, this will tack it in place.
Gluing as you go, tightly wrap the strip around the headband. If you run out of shirt-strip before finishing, simply tack the end of the first strip in place and begin with another until the headband is completely covered.
Rubber band or tie three strips together then braid them. Glue the braid to the top of the head band. Carefully trim the ends and glue in place.