I've been using the Headsweats Coolmax caps under my helmet for several years now and I just love them.
The image in the link shows the three "tails" of the cap tied together, which is fine if you're wearing it around before or after a ride without your helmet.
But, they work better under your helmet ( or a straw hat if you wear them when you mow the yard in hot weather like I do ) when you're riding if you don't tie them together. They'll flap along in the wind behind you and wick the sweat away better.
Yeah, gotta notarize the recommendation of Headsweats. Got a couple myself. Rarely leave home without 'em - for keeping the sweat out of the eyes and the bugs/bees off my head...