from
http://www.raqs.co.nz/howto/mandil.html
Place the plain side of the mandil across your head.
Gather and twist to form a cup.
Tie the long ends under your hair at the back.
Bring them back to the front and tie on one side.
Most common reasons for it not staying in place is it is too small. The "legs" need to be quite long (1.6-1.8m on th elong side). The tourist stuff in Egypt is often too small.