I ordered mine, but the local hardware store has them as "screen door" hardware (they only stock long ones, though).
Good prices here
I used a sheet metal punch to make a hole in my headband, but a Crop-A-Dile might be strong enough, and a drill should work (as long as you're using a plastic headband).
1. Push post through the hole in the headband.
2. Secure the post with... glue? Cover head with felt (underside of headband).
3. Make your button with the screw.
(a) Machine button - use flat back and cardboard insert.4. Follow the video...
(b) Dritz button - remove shank and punch (not drill) a hole through the back. Secure the screw with a piece of cardboard or strong adhesive. Cut a hole in the plastic tool to accommodate the screw, and assemble button.