Well I made mine and it was actually pretty easy. All you need is a thick hairband, pillow stuffing, and red fabric.
First I measured the thickness of the headband, and then I cut out a strip of fabric that was double the width. I also made the strip longer than the end of the headband so I could tie the ends together. Then I sewed it into a tube, flipped it so the seams were inside, then pushed the headband into the fabric. Then I sewed the ends closed.
Next I used a fabric pencil to draw out the shape of the bow onto my fabric. I cut two pieces out and sewed them together, leaving a small gap. I then flipped it so the seams were inside, then filled it with the stuffing to give it shape and poofyness. I sewed up the little gap, then took a scrap of fabric and made another, small tube (like I did for the headband) and sewed it around the middle of the bow to make the knot. Then I just hand-stitched the bow onto the band, and voila!
I hope that's not too confusing.. it's hard to explain without construction photos >< But here
is a picture of me wearing the finished bow.
Also I hate to be nit-picky, but her shoes are actually red.. ^^;