I saw a post on You Seriously Made That!? for a Nautical Headband. It Seriously took me a half hour to do the knot, and I actually was going to wait for my husband to come home to help me. I had all but given up, when my eyes finally figured it out.
All you need is a headband, thick yarn (rope would be better), a glue gun and some ribbon. You will probably do better than I did. Maybe I just needed some coffee? You can get the step by step over at You Seriously Made That!?'s blog.