For mere pennies you can construct your very own AFDB – an aluminum foil deflector beanie. This invaluable piece of head wear will keep out the probing of the nefarious black helicopters (as well as your creepy, voodoo-practicing next-door neighbor). Full instructions are on the AFDB site.
If your problem is not with terrestrial mind control but comes from a little further away, Steve has pointed me to the Stop Alien Abductions web site. This site has instructions for creating a stylish helmet to insulate yourself against alien mind control.