Here is the breakdown, in case you'd rather read than watch.
You will need:
~Lots and lots of bobby pins
~More bobby pins
~A few more bobby pins
Step 1: Try on the wig to see how much hair you should leave out at the front. It should be somewhere just behind your ears.
Step 2: Clip the front section of your hair out of the way.
Step 3: Pin curl the rest of your hair (twist sections of hair into ringlets and criss-cross bobby pins over each one).
Step 4: Stretch wig cap over pin-curled section of hair. Pin into place.
Step 5: Take front hair out of hair clip. Stretch wig over wig cap, starting at the front, and holding the top in place as you cover the back with the wig. Pin into place.
Step 6: Incorporate the front section of hair into the wig, either by spraying/pinning back, or by braiding into the wig.
If you hadn't guessed, I'm wearing the wig in this video and doing an Arwen cosplay for ComiCon this weekend. My husband and daughter and I did a photo shoot a few days ago, so pictures of all the costumes will be coming soon!