I´ve seen many variations on how to ware the headpiece. A egyptian teacher once told me that when you are doing the more conservative varition of the melaya you should ware it over you hair with the pom poms on top of your hair and just tie it hard. If you on the on the other hand are doing a "cheeky melaya" in shorter dress you can,if you want to, roll the headpiece up and tie it around your head and let your hair show. It is not necessary for the ends to fall down on your back, you can even tie them up around the head for double amount of pom poms to frame your face. But remember to tie quite hard.
Another trick i´ve heard of is to put a thin elastic on the headpiece and ware it as a normal hair-thing that comes with costumes. This way the "legs" will fall down nicely on your back.
This photo is take at the stockholm bellydance festival last may. The idea was to perform a "Cheeky melaya" and we wore cheap melaya dresses because the whole group (14 if i remember correctly) didnt have fancy melaya dresses.
Personally i liked it when the piece was rolled up and the double set of pom poms framed the face. I had quite short hair at the time and my clip-in extensions had not arrived yet.
http://soheir.blog.is/album/SBDF2007/image/214694/