oh god ! i've been wondering this for months ! caden is about 8 months old and he takes every rubberband, clip, barrette, and bow out . i just tie it with a small orthodontist rubberband (i got tons =P) and clip in a bow . then, i distract him with treast and attention until he forgets that its in . that usually works for abouut 10 minutes until our 90 lb lab decides to take it out himself. but thats another story ...
LOL
good luck =)