I have fine, pin straight hair. What made things worse was the fact that I lived in Texas (where it's VERY humid) so anytime I curled it it would fall rapidly.
The best technique that worked for me was to pin-curl it. It's when you take strands of hair, twist them around your finger, and pin them to your head with a bobby pin. Sleep in this over night and you'll have a poof of curls the next morning. It lasted the longest, looked the best, and did little to no damage to my hair (depending if I used a hairspray or not).
If you still don't understand check out a tutorial on YouTube or any other video site.
Divide your hair in strands and then whirl every two thick. strands around each other and tight it with rubber band then leave it for whole day you will see that how your hair turns curly after opening it :)