Whitey – there are at least four options:
1. Buy a new helmet, such as Ecrin Roc or others in the Petzl range, that already has headlamp-band clips.
2. Buy some under-the-rim plastic clips that are made for this purpose. They are sort-of Z-shaped, so they hook under the helmet rim and over the headlamp band. Use 4 or 6. I don’t know where to buy them, but they are available – you’ll have to research.
3. DIY clips similar to above – perhaps make from stationery fold-back clips?
4. Small stick-on cup hooks – glue to sides of your helmet, upside-down, and run the band under these hooks. I did this for a while on my old helmet – it works well.