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Well, when I first heard about it I thought it was going to be like what Snake actually wears. Come to find out that it's a goddamn mandana and pretty much the only way I've gotten it to look right makes me look like Bret Michaels. >.> Fail.
Try this. Fold the square into a triangle, arrange the pointy side down. Start folding the pointy corner by half an inch and folding it toward the base of the triangle. Do it again. Now do it until you get to the top of the triangle. You will discover that the triangle has magically turned into something you can tie around your head.