Say nothing about a small band (4)
I believe the answer is:
sash
'band' is the definition.
(I know that sash is a type of band)
'say nothing about a small' is the wordplay.
'say nothing' becomes 'sh' ('sh' is said to tell someone to say nothing).
'about' means one lot of letters goes inside another.
'small' becomes 's' (abbreviation - e.g. clothes size).
'a'+'s'='as'
'sh' placed around 'as' is 'SASH'.
(Other definitions for sash that I've seen before include "Decorative belt" , "Item of clothing - frame for glass" , "Decorative band" , "Framework to hold the panes of a window" , "Framework holding window panes" .)