Hold one end of the Crown of Thorns to the temple of the head.  Wrap the remainder of the Crown around the head and tuck the loose end up under the crown to finish it.

Another way is to start at the temple and make one loop around the head.  Hold the end and the loop and remove from the head.  Wrap the remainder of the crown, weaving it together as you go to finish the crown.  After the crown is finished set it on the head.  A little practice will give a very nice Crown of Thorns effect.