You will need: ribbon, felt, hot glue, sewing machine (or needle and thread), and a headband.
First, cut your ribbon to about 24 inches long (longer if you want a fuller flower). Using your sewing machine make a running stitch down the edge of one side. Next gently pull on the thread to gather your ribbon into a ruffle.
Cut a 3 inch circle out of felt to use as your base. Take your ruffle, and starting on the outside of the circle start hot gluing the ruffle around the circle. Coil the ruffle around so that each layer covers of the stitching of the previous layer. Keeping coiling and gluing until you reach the center. You can either just fold the corner under and be done, or add an embellishment to the center.
Next, I measured my head band and glued ribbon to the headband. There is probably a much "classier" way to do this, but like I said, it took me 10 minutes :-) Then I just hot glued the flower to the side of the headband. Finished!