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This is important; if your hair is too wet, it won't dry all the way overnight. You can dampen your hair by lightly misting it with some water. You can also add a little bit of hair product, such as mousse, light gel, or styling cream. This will help the wave hold better. Once you have the headband on, you won't be able to part your hair. It won't be a good idea to part your hair after you get the waves in. Doing so might disrupt the wave pattern. The headband should be no more than an inch (2.54 centimeters) thick. If you have one of those really wide headbands, then try folding it over inward. You can also make your own by wrapping a piece of elastic around your head and knotting it.

Summary:
Start with slightly damp, but not wet, hair. Make sure that your hair is tangle-free and parted how you want it to be. Place a thin, stretchy headband over your hair and around your head.