So I just did a little bit of experimenting.. and my findings... Don't use a glue gun! And don't waste your money buying one either. And I will show you why...

So It maybe doesn't look too bad.. when it's just lying down.. but pick it up and play with it a bit and...

It falls apart.. leaving you with a piece of ribbon in one hand and a blob of glue in the other.
I also tried some copydex glue and so far so good...

It is a little darker where the glue was put but it doesn't fall apart.. even when attempting to pull it apart using gentle force.
Hope that might be at least a little bit useful.. and if you want me to try anything else out just let me know. :)
oh, and sorry the ribbon isn't orange.. red is the closest i had :P