maybe make some wire framse like in a spring shape and wrap a thin part of the hair around it to make the base shape. use whatever for this, if you want to use the wig again in a differen style don't use anything permanent. then keep wrapping strands around those parts of the hair using storng hair spray putting more on the outside and keep building up layers like that to be thicker in some places than the others?
it's a little hard to explain really but instead of getting that weird flat look like the wig special pleb posted it'd be more like a structure of hair.... not woven as such....... make the wire frame like how you get the wire cages on tose key rings with lucky stones on....
like these:
http://i5.photobucket.com/albums/y178/BlackFairyMagic/001blah.jpg
does that make more sense?
so you'd style the wig into high pigails, attach the wire frames to like the centre of the tied bits (probably to the skull cap) then take the longest parts of hair and wrape it around the wire all the way down to the bottom, that way to other bits of hair that'll be hair sprayed will have something to grip. then using a comb to make the next few strands flat you'd wrap the hair and spray it as you go all the way down and carry on like that, making the wider bits with thick strands of hair etc etc (you might need some extra hair extensions or something)
also i just thought,as an alternative, make the ponytails, seperate the longest bits away from the shortest bits and back comb the hell out of the short bits until you end up with like a cocoon of backcombed hair, then to a sillimar thing as with the other idea where you hair spray the long bits around and around in a spiral pattern making it bigger in towards the half way mark.
i hope those at least give you an idea of what you could do. ^^