I used my Cricut to cut out your phrase and start burst out of Iron-On Vinyl (see this iron-on vinyl tutorial if you’ve never done that). If you want it just like mine here’s my Cricut Craft Room file for the Pow headband. If you don’t already have access to the images it will just prompt you to buy them.
Position your star burst onto a piece of felt (but do not affix yet) and mark where the points start. Remove the star burst.
With a 3 step zig-zag stitch sew your felt piece onto an elastic headband between the markings.
Iron the star burst onto a piece of felt.
Cut around the star burst leaving a small boarder.
Iron your phrase on. If the plastic does not cover the whole star burst use the plastic from the start burst and put it over the whole image so you aren’t ironing directly onto the vinyl.