If you have hair longer than 3 or 4 inches, you can make two small, flat pin curls on the top of your head and put the remainder of your hair into either flat pin curls on the back of your head OR a couple of tight braids if your hair is long or thick. The goal is for your own hair to be as flat, tight and unobtrusive as possible under the wig. Once your own hair is secured, put a mesh wig cap (the closer in color to your own hair the better) over it, and pin the cap to your head with bobby pins. This will help keep your hair contained, and give you an extra layer to help anchor the wig to.
If you have hair shorter than 3 inches, or little to no hair, you can use self-sticking athletic wrap to provide an anchor point for your wig. This wrap is available at most pharmacies and sports store. Cut a piece from the roll that is about two times your head measurement. Wrap it tightly around your head above your ears, leaving your hairline exposed. The wrap will stick to itself – make sure it is very tight around your head, and then use pairs of crossed bobby pins to secure it. The closer in color your wrap is to your hair color, the better.
In order to help your wig stay on your head, you should secure it with bobby pins and hairpins. If you have pincurls on the top of your head, use large hairpins to secure the wig into each of the pincurls. These will be your primary anchoring points. Then use pairs of crossed bobby pins to secure the back corners of the wig – you are trying to sandwich the back edge of the wig and your wig cap or sport wrap into the bobby pins.
You can also use pairs of bobby pins to secure the areas above your ears, or anywhere else you feel the wig would benefit from being secured.
Follow up the pinning process by using adhesive or tape to attach your wig lace as needed.