Help with Miku Cosplay!!

I want to cosplay as Miku at my first con. Now as my first cosplay, I just want to buy it so I know what its like. I can buy everything but her Headset, and I know how to make it, but what materials should I use??

Could you explain the character for those of us who don't know her or where she's from?

I would consider this event related, but since you're only focusing on the cosplay rather than how to make it specifically for the event, it can stay here.

I'd be happy to!
She's a Virtual Diva from the program "Vocaloid"
(She's not in any anime)
Alright, so this is what she looks like:
http://media.photobucket.com/image/Miku/yuuki-hardjack_core/hatsune_miku_004.jpg

And this is what the headset looks like:
http://www.cosplay.com/marketplace/data/15/large/DSC00128.JPG

I'm not sure how to make her headset...