The wig I had had tiny velco tabs so that I could cinch it as tight as I wanted
- however, I never used them as I felt they made the wig too tight.  I went
thru a year of treatment and no hair and never once did the wig come off.  I
think your worry over this is a waste of time.  If it does come off, make a
joke about it:  "this is truly a bad hair day".  When you're going thru chemo,
people are VERY forgiving about all kinds of things - appearance included.

mypet wrote<< Several of the girls have
been having conversations on how to be prepared to help out in several
situations in regard to Mary's upcoming treatment and recovery.  This
was one of the question >>

What helped me the most was coming here and finding out from those who had gone
through it.  I got so many helpful recommendations here---and most all of my
questions were answered.  There are several other online support groups which
are also quite helpful.  
What I think helped me more than anything was taking the initiative to ask
questions and find out as much as I could myself.  I do not think it would have
helped me as much if it had come from others without my asking.  By my taking
that step to ask, I was willing to receive the answers which I may have not
taken as seriously if they had been given to me by others.  Taking the
initiative gives one a sense of control and feelings of increased power over
their life and makes one feel less  like a victim.  I did appreciate all the
support and help I received from all my friends, family, neighbors, and
colleagues.
The idea of losing my hair was the worst part of all this.  However, so many of
the posters here on this group allayed my fears and really helped me through
it.  I can't thank them enough.  It got to a point where I could look at it in
a humorful way.  One of my biggest fears was that I would look 'ugly' not
because of being bald but because of a misshapen head.  Much to my surprise, I
learned that my hairdresser had been 'right' all along. There was absolutely
nothing wrong with the shape of my head--it was flat in the back because of the
way it grew--in one big cowlick.  Just learning hat alone was enought to make
it worth it to lose my hair.  
I also had some humorous times with it--like the time my neurologist pulled it
off during a special treatment.  I will never forget the look on his face.  It
must have startled and/or frightened him out of his wits.  I couldn't stop
laughing--it was quite comical.  I also developed a new empathy for bald-headed
guys--bald is cold in the winter.  It would be very helpful for your friend to
have some nice caps to sleep in.  I found 100% cotton terry cloth to be the
most comfortable.  They usually fell off by morning which wasn't a problem--I
needed the warmth to get to sleep initially.
As far as holding the wig on--there is a special type of glue that can be
used--easily removable--same thing to what I think can be used for breast
prostheses if needed...

superglue several thumbtacks inside your wig with the points facing down -
will take a very windy day to move it.