When I first started making them my hands would get sore. Over time though, I started to relax and they still look great. I think I was concerned with them laying just perfect and was stressing myself out a bit.
You may also want to consider purchasing the double-sided tape to hold your ribbon in place. That turned out to be a lifesaver for my hands. You can find some here: http://www.madebykarina.com/item_118...Sided-Tape.htm
You can put it on the top or underside of the headband; whichever works best for you.