Actually, what i've see done too is the scarf if attached to the headband (fabric glue or something) and then the ends are left free so that you can still tie it behind your head so people still think that you have it tied on there....not knowing that you're "cheating" and have the headband on.
That way, the scarf isn't cut up (granted it's attached, but still)
I would be totally interested in this though!!! Count me in !
My daughters just bought that type of headband, one is red with white polka dots and the other is black with white polka dots. They are really cute on.