okey..so as u start a headband, do like 5 stitches until you can form a loop with it. After that u have 2 options, either continue doing it as a spiral and knit over the loop u formed or once you finish the loop u can do 2 more stitches (so that it looks like the female symbol, or like a spermatozoide...) and then go all the way around the first loop to make a bigger one, so it will keep on growing. The things is, everytime u finish a loop u do 2 more stitches to start the next loop...
well, it's actually very weird to explain it like this without showing it..but good luck!