You'll Need:
Here's a picture of the finished product. It can be done in any colors (which is the coolest thing, 'cause you can have a lot of them, without paying too much! ;P)
Start wrapping the comb with the thin satin ribbon. It's optional, but it makes it easier to sew things on rather than glue them. :)
Here's another picture of the edge which is glued on. It was rather tricky to get it nice, because of the satin ribbon is quite slippery, so beware. :P
Now take some tulle - you decide the size of course, and wrinkle it a bit, and fluff it up. Sew it onto the comb with a few stitches.
Add the lace as shown, and sew the whole length of the comb. (only at the top though - not the sides) Fold the sides, so you get a prettier finish.
Now make a ribbon rose of the really broad satin ribbon (tutorial here) and sew it on with some stitches as well.
Stitches shown. Hope you learned something here. :) You can make a hair piece like this with practically anything ornamental. So don't hold back, and get your creativity flowing. Good luck.