Okay the first step to making a bun is to zoom in on your doll's head. (my doll's base is Xandorra by the way)

                                 
Next you draw the outline of the hair on the doll. I drew the bun slightly above, but the rest pretty much follows the shape of the head
Now fill in the out line with color number three (aka your third lightest color).
                         
Start branching out from the center of the hair with color 6. I also added some color to the sides. For the bun, draw lines as thought you were dividing it into quarters.
Continue branching out with color 5 on the main hair, and shade a bit on either side of the lines drawn on the bun.
                         
Finish branching with color 4 on the main hair, and add a bit of shading to the bun. There's no specific placing for this last bit of shading, its depends where on the bun you feel needs more blending.
Now for the highlights! Use colors 1 & 2 to add a bit of shine to the hair, this again is basically your personal preference. I put it right down the middle of the huge patch of color 3 on both sides.




Voila! Your bun is finished!