Good advice given already.

I agree with Nancy, don't put a band on too tightly to start! Bow training begins with a simple band, then a lightweight tiny bow (nothing with a fancy, heavy center), and then (if you wish) you can graduate to something larger like a 5/8" bow. Give your little guy time to adjust to each gradual step.
As others have suggested, clips are a good idea. So are scrunchies - easy on the hair and easy to pop in.
Naturally, I'd be remiss if I didn't mention that I have a huge selection of
boy bows,
scrunchies,
clips/barrettes, etc.
Anyway, good luck with the bow training! If you have any questions, feel free to ask - I'm happy to help when I can.