I agree. I am a member of the hair net club for sock buns. Here's my method (Ice Girl is in the photos, along with all of our skating stuff - in a disorderly heap.)
Step one: Start from the fountain stage. In other words, make the pony tail, put sock bun form around it, and then have your skater bend over so the hair falls over the sock bun form and covers it completely. If you have no idea what I'm talking about, read the earlier post.
Then, wrangle the hair into a swirl using the hair net.
Step two: more wrangling. I pull the hairnet out and twist it over itself, then come back and cover the bun some more.
Step three: the bun. You can see it's kind of enclosed with a hair net. At this point, you can pin it down with bobby pins. Be sure to use two at each spot. Bobby pins should cross over one another to hold each other in place. In other words, make an X with two bobby pins. That way, your skater won't sprinkle bobby pins all over the ice. You can also secure the bun with just another pony tail rubber band.
Step four: Hide the bobby pins with a scrunchie. By the way, this one is made from that sequin fabric that gave me fits. Pretty, isn't it?
Bonus: Using the hairnet not only holds your skater's bun in place, but she can serve lunch when the competition's over.