The turban is actually composed of two parts, the edge and part that hangs down and a little skullcap-looking thing on top. If you stick a spear, lance, rod, etc. through the hole where it attaches to the head peg, the two parts should separate. The Arabian helmet then takes the place of the round skullcap thingy. It's kinda tight, but it should pop in.
Hope this helps!
Thanks a lot! I knew I was just overlooking something!
Hopefully this thread will help anyone else who is as dumb as me.