“What makes music on your head?”/“A head band.”

A head band (or “headband”) is not like a rock band or a jazz band, but there’s a pun:
 
Q: What makes music on your head?
A: A head band.

 
The joke has been cited in print since at least 2004.
 
   
Google Groups: alt.humor.puns
Kids Puns of the Weak 07-06-04
Stan Kegel
7/6/04
(...)
What makes music on your head?
A head band! (Courtney, 12)
     
A Life With Laughter
TUESDAY, JULY 18, 2006
Laffy Taffy… ahhh, sweet Laffy Taffy.
(...)
Q: What makes music on your head?
A: A head band.
 
Google Books
Artful Antics:
A Book of Art, Music, and Theater Jokes

By Jill L. Donahue and Amy Bailey Muehlenhardt
Minneapolis, MN: Picture Window Books
2007
Pg. 15:
What makes music on your head?
A headband.
 
Twitter
Micah Brown
‏@micahlbrown
What makes music on your head? A head band!
11:30 PM - 15 Mar 2009
 
Twitter
Caitlin K. Jeansonne
‏@qcait
This one’s for @cpembyrun: What makes music on your head? ... A head band!! #laffytaffy #banana #badjoke
3:54 PM - 7 May 2009
 
Google Books
The Mammoth Book of Really Silly Jokes
By Geoff Tibballs
London: Constable & Robinson Ltd
2011
Pg. 305:
What makes music on your head?
A head band.
 
Google Books
More One Liners, Jokes and Gags
By Grant Tucker
London: The Robson Press
2013
Pg. ?:
What makes music on your head?
A head band.
 
Google Books
More Laugh-Out-Loud Jokes for Kids
By Rob Elliott
Grand Rapids, MI: Revell
2014
Pg. ?:
Q: What plays music on your head?
A: A headband.