Do you need to tie it, or can you just drape the ends over your biceps and kind of keep them in place with your elbows? (This works better with long rectangular scarves.)

Pin it with a pretty brooch (US translation = pin) to the front of your dress. That way, you can keep it off your arms if it is hot and just cover your shoulders. Personally, I prefer a short-sleeved jacket. They are much cooler in the summer ... :-)

Drape it over your shoulders, pull the ends behind you and tie it in back. Instant bolero!