Band buns

I know. I can't put my hair up in a bun. I'm in my second year of marching band (sophmore now) and I still don't know how to put up a bun. I have thin hair and no is don't want the little cute donut bun. We have strict rules and I always had to ask people to do it for me. I just can't do it. It has to be a tight bun. I practice but it doesn't work. I twirl my hair and then wrap it around and then put my hair band at the bottom where my other on is. My bun looks weird and sticks out. After 2 steps it falls out. I hate putting the hair band on top of the bun where you can see it. Any advice?