I attempted a hair tutorial that I found on pinterest. The Paper Mama has an awesome photo and video tutorial of a "no heat curl" on her blog. Check it out here. It was super easy. Just rolled my hair up into a headband at night and took it up the next morning (in-depth directions here). The results were more of a beach wave than a curl but it still worked really well. I'm also use to curling my hair with hot rollers for major curls. I highly recommend you try it. Here are some photos of the night before and next day. Excuse my no-makeup look with my silly night before do.
have you tried the "no heat curl"?