With mine, they just had to get use to it. The first several times I would just gather some hair in a little bunch and use a tiny band to hold it. Immediately they would shake, rub, drag their heads on the floor until it came out. But I just kept doing it. Everyday, sometimes several times a day. Eventually it would stay in a little longer- a whole minute, then maybe 5 minutes, 20 minutes... a little bit of a distraction is also helpful when you first put it in to take their mind off of it.
After it started staying in a little while, then I would spice it up a little. Add a bow or a pretty clip. (they will still eat these when they fall out if given the chance...
)
Make sure it's not too tight, but if it is too loose they will flip it out in no time.
Just keep doing it over and over. The idea at first is to just get them use to it, and don't expect it to look "professional"- that will come in time.
Good luck!