I love the simple look of having a headband with a pony or piggies. But, my daughter will not leave the headbands alone! She loves to take them on and off and by the time the day is over, it's a complete mess. So, here's my solution. More time consuming, yes, but really cute too.
Start by making a pony, leaving out some hair underneath. Split the hair underneath into 2 sections and add some elastics. It's not going to be seen once you make your messy bun, so it doesn't really matter how it looks under there.
Braid both of the sections and lay them over the top of her head. Position the braids where you want them and add a clip to keep the braids together and temporarily anchored to her head.
Starting on one side, at the bottom (under the pony) sew the braid onto her hair the same way I did it with this hairstyle. Once you get to the point where the braids meet, tuck the end of the other braid underneath and keep sewing. When you get past the elastic of the other braid, you'll need to bring the ribbon through both braids to hold them together for a couple of stitches. Like I am doing here........
Sew all the way to the other side, positioning the braid as you go. When you get the the bottom, tie the ribbon in with the elastic and make your messy bun.
If your little girls hair is on the thinner side, I would recommend doing the stitches diagonally for a better hold. Also, if you have time, you could sew it twice, making the second stitches slanting the opposite way, forming X's all the way across. This would hold it really well. Make sense?
If your little girls hair is long enough, you could do one braid going all the way around. Or if it's shorter, start the braids up by the ear. That will give you an extra couple of inches on each side.