There are several approaches when figuring out how to do dreadlocks, with a different technique working better for certain hair types.
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Synthetic Dreads
Synthetic dreads are a type of temporary hair extension that give the illusion you have real dreads. They can be attached to the hair without actually damaging it, and hey can stay in for several weeks. Used as a fashion accessory in the goth and club community, synthetic dreads allow you to have the appearance of dreads without the actually dedication it takes to make them.
Synthetic hair is usually a man-made substance that is closely related to a firm plastic. Synthetic dreads can be more expensive, but if you just want to have them for a few weeks of busy activity, they will be perfect. Most people will need to go to a salon to have them created or put in, since many of the products used to create and attach them must be purchased by a licensed cosmetologist.
If you would like to try making synthetic dreads yourself, here's a quick guide.
If you decide to make your own synthetic dreads, you will need to have synthetic hair, a heat source and a comb. You will make each dread individually before attaching them to your own hair, typically using the backcombing method mentioned on the homepage of this site. To start, make a knot in the end of a long strand of hair, and attach it to a solid object. Then start back combing. After you've got the dread started, begin to palm roll it. This will give the dread a more definite shape and evening out any lumps that may have developed. One of the main advantages to using synthetic hair is that you can move much faster in this process. Once you have the dreads properly back combed, you apply the heat source in order to secure your work.
The next step is attachment.
This is where it can get a little bit tricky. Once you've finished making your dreads, you should be left with a small loop at the end. To attached these temporarily to your head, you should feed a small piece of hair through, and then back through the loop, create a small, easily detached knot between your real hair and fake hair. Then, secure your real hair with a rubber band, and it's in there.
There are other methods, such as gluing or tracking your hair, but you are far better off getting professional or semi-professional assistance with these methods.