I got the foam donut from the beauty supply (local). I took a black satin bonnet (I have so many) cut out a piece of material and sewed it around the foam so that it would not break my hair and would blend in better....
I got the best results by putting my hair in a ponytial, putting on a large scruncii then pinng the hair around it with wide pins...and there was my chignon....looked very natural also.
HTH