There are lots of sites that give step-by-step instructions on how to tie a shemagh but the resulting wrap is not very effective.  The video below shows what I consider the best way to tie a shemagh but the video is kind of rushed and you might need to watch it several times to see what is really happening.  Until I can find a better step-by-step how-to or make one myself, this will have to suffice.  BTW the shemagh is a very handy piece of desert or hot weather  gear. I wouldn’t wear it like this unless I was in a dust/sand storm. There are lots of ways to use it to keep the sun off your neck and head to keep you cool. For the full blown (no pun intended) sandstorm wrap see below.