It's Wikipedia to the rescue, Feiyan! I found a brief mention of the connection here: Wikipedia: Kerchief

It seems that the name bandana came from the Hindi verb "bandhana" meaning to tie. It's interesting that you noticed that. I also heard from an Indian friend that the term bandana came from when the British occupied India. They called the colorful bandhani scarves "bandana"

I don't have any Indian pieces. All I have are Japanese pieces. I have a kimono, under kimono (nagajuban), several haoris and numerous obi age (obi scarves). I wear the obi ages with my jeans. *laughs* Yes, I am a walking definition of what it means to dress eccentric. :)