Suffer. Honestly, I know how you feel. Nice hair just doesn't stay up, thick or thin. Working out in other than a braid is terrible unless I want to use thousands of bobby pins, which I hate and won't do. I've been trying to come up with dependable updos myself. I have these big U-shaped metal hair pins with some kind of grip coating that makes them stay fairly well as long as I'm not working out. They're about 4 inches long and I think I found them at Kmart.
Bookmarks