Make sure the finished headband looks like the first picture when it is fastened in the back. Then start the board assembly.
First, use gorilla tape to secure the breadboard and the Arduino to the cardboard rectangle (they should fit perfectly side by side).
Wire +5v to the first column on the breadboard (the + column) and the GND pin to the second column (- column).
Wire the two sets of +/- columns together (as in the second picture; the long blue and orange wires at the top).
Place the accelerometer across the gap in the breadboard as in the third picture. You will notice that there is a little arrow on the accelerometer. Place the accelerometer such that this arrow is pointed away from the long black and orange wires in the Fritzing image.