I don't know why they even make baby hats without some kind of staying power; i.e velcro, snap, or bow. And since I am a new mom, I didn't know of this problem until our first outing with the hat. It stayed on for all of about 5 seconds until it became her favorite toy.
All it took was some ribbon laying around the house and a snap. It took less than 5 minutes to sew it all on and was much cheaper than buying a new sun hat.
And no, she isn't happy that she can't get off her hat *as easily.