[July 6,2011 - First submission was a bit confusing, so I edited the tutorial to make it easier to read. After all, English is read from left to right...]
Please note: The yellow wig not an Arda wig.
The black wig is an Arda Lulu.
Tutorial on wig clips.
Special thanks to my Squirtle plushie, who helped me keep a steady hand while taking the sewing photos.
I hope this helps!
[EDIT 02/03/2013]: Quite a few people have been wondering about how to keep their wigs on if they have very short and slick hair. I've thought of a suggestion, though have never tried it before. If you do decide to try out my idea, please do tell me if it works or doesn't work for you, since we're all learning