Try using a spray gel before you roll. There are lots of curling products that are at wal-mart that should help. It's hard to find them cause the names sound like they are for people with naturally curly hair, so you have to read to find them. I have the same problem you do and I found this has helped alittle. Also stick with the hairspray, just use it after you take them out. Use a diffuser attachment on a blowdryer, put it on cool, and gently cool down your hair with this, the cool air helps set the curl before it gets weighed down. Hope this helps!
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