There are a couple of different kinds, but usually the band is a wide cloth band that you can put a disposable sanitary napkin in (lengthwise) that you put around your guy's belly (usually with velcro on the band). You secure it so that the penis is covered by the pad.
A number of talented YT members make them and can customize for your little guy. This link lists just some of the sites for YT vendors...
http://www.yorkietalk.com/forums/fea...ners-list.html