No, I put the hair net on first and gather all the hair up in it and then tie it up in a bun. - only I've had all my hair chopped off now and wished I hadn't
If you have long hair, its nice to plait it and roll it up, put your hair net on and tie a ribbon around your plaited hair. For showing stray bits of hair can loose you marks.
If your hair is short, still use one, you can buy some with a ribbon already on them for short hair.
If I am SJing then I do not tie my hair, I just put my hair in the net, if I am hunting I put hair in a pony tail and then put the net on and then put a band over the top too. And I have proper long hair LOL!
When I had long hair I put mine in a low ponytail, then into a bun, put a hairnet on top and then a scrunchie over the top round the bun.
Other than that, as weezy said, tie in a ponytail, pop on hairnet, then another band.