featured on wrapunzel, along with a how-to video. I just made two of them, and intertwined them, dutch crown style. (It's easier if you've secured the end of at least one of the sides with a hair elastic first.)
I noticed that while this worked really well for me, I tried it out on my sister-in-law, and her head is a bit larger than mine- and the two twists weren't quite long enough to work out well. So if you have a large head, you may want to use longer scarves than I did. I imagine that you could use two separate scarves (both rectangles, I guess), wrapped around a separate scarf, which would give you a little bit more length to play with, and a different look. I think I've given myself a new idea to play with.
Here's a general how-to:
1. Tie your square scarf with the back corner tucked in. Keep your tails available.
2. Tie your rectangular scarf over it, keeping the tails of the first scarf available. For this exact style, don't leave any of the first scarf showing in front. (But that might be a nice variation, especially if you have some more space before where you want the twists. Since I tend to show a little hair in front, I have less space.)
3. Arrange your tails with one from each scarf over each shoulder, so you have them in pairs.
4. Take the tails on one side. Twist them each to the right, and wrap them around each other to the left (or vice versa.) Secure at the bottom with a hair elastic.
5. Repeat with the other side.
6. Take both twists, and criss-cross them over your head, weaving them together, and tucking in the ends.
7. Adjust your placement, or any other fidgeting that you like to do.
And here's a close-up of my results: