Glad you asked...
Anchor the sprained thumb with a thumb splint or brace. If you do not have access to those items, you can use tape. Wrap the tape around the wrist, behind the hand to the web of the thumb. Check this site out for step-by-step instructions using several methods of wrapping a sprained thumb. http://www.livestrong.com/article/9399-t...
Then again, this answer might help you...
To wrap a sprained thumb, get and ace bandage and start to wrap around your wrist. then work your way up your hand and around your thumb. Be sure that the thumb cannot bend. You may need a splint. Then secure the bandage.

