Actually you roll the bulb in your hair to pick up oils. Works well... at least it did when I still had hair..
I was in Home Depot a few days ago and saw a product called "Bulb EZ" or "Bulb Ease" in the electrical department. It is exactly for this problem. Whether the problem actually exists is another question.
HouseHelper - there was no indication on the product as to how well is works as a hair gel.