Wrap the wire around the headband to the side you started on and string more beads. Again, feed the loose end of the wire under the new row of beads, pull tight and wrap the wire around the head band until you're on the starting side. Continue until you have covered as much of the band as you want.
Repeat the above steps on the opposite side of your beginning point and string until the beads are parallel to the finished side.
Give it a try. I had to redo headbands a couple of times but the end result is satisfying. I'll use mine to adorn a teddy bear topper for one of my personalized wrapped candy bar cakes.