So, how do you henna your hair?
Next Step:

 Swirl all the hennaed hair up, pat it into a giant gloopy heap, and wrap it with saran wrap.  That will help it heat up, and keep it from dripping and splatting.  I keep the henna in my hair a couple of hours, reading, napping, or typing, to get good color saturation.  Your hair will take up more dye if you leave the henna in a long time, and if you're warm.   Warmer is better!