First, you need some hair. Without hair you won't need a shower cap
which is good because you won't be able to make one, either.
Put your hair in a bun as high on your head as possible. I'm not sure
why I couldn't put mine higher.
Place bag on head, leaving face exposed so that you can breathe. Stretch
a second hair band or rubber band over the bun to hold the bag firmly
in place.
The result is as attractive as it is effective!
*Photo credit to the ever-lovely Juliet.