I have both thick *and* long hair, so I feel your pain.
What I find best is to put my hair into two braids, cross and wrap them together, and put a wig cap on before adding the wig. That method has never failed me, so good luck!
My new marketing ploy:
Michela: "I'm planning to place scorpions in my next costume, so that I can approach craftsmanship judges and say, 'not only did I hand make the entire dress, but I also added scorpions into the lining. I walk carefully when I wear it because I never know when they will strike. They are crawling around somewhere in the hems as we speak...'
And the judges will reply, 'SCORPIONS, YOU SAY? HAVE A TROPHY.'
Victory will be mine."
Ali: Scorpions are the new beading!