You just need to keep putting it in over and over until they get used to it, realizing they WILL get it out (often) in the beginning.
A couple of tips that may help are:
Make SURE you aren't pulling on the skin so it's uncomfortable. (I remember how much I HATED my mom french braiding my hair when I was little!
Use terry covered bands rather than rubber or silicone bands. While the rubber and silicone stay in better, they hold hard enough that if the pup DOES try to get them out, the hair breaks rather than the band letting go. In the long run, this will make things harder. I STILL use terry bands on an every day basis, just to protect Kodi's hair. For trials, his hair is banded with tiny silicone bands that will hold neatly all day. The terry bands can easily be re-used a number of times, rubber or silicone bands need to be CAREFULLY cut out using tiny scissors (like cuticle scissors) to avoid damaging the hair.
If a pup really objects to a single, center pony, try two, one on each side (they end up looking like bug antennae
). Some tolerate them in this position better, and later you can decide if you want to transition to a middle one. Kodi wears a single pony for every day, but often wears two ponies or braids (as in the Havanese standard) for trials. …but their hair has to get MUCH longer before you can do braids!!!