OK what you can do i you can 1. put a little bit of moose in your hair and then blow dry it. (not a lot or it will be crunchy) 2. Don't wash your hair and then try to curl it, wash it the night before and then curl it the next day. clean hair doesn't curl as well. 3. go to sally's beauty supply and get professional products they work better!! As a hair stylist i use these steps if im having a hard time. oh one more thing. clarify your hair. use baby shampoo and wash your hair with it 4 to 5 times in a row then shampoo and condition with professional products. it takes all the build up off your hair that unprofessional products leave behind. which will weigh down your hair making it harder for it to hold curl. getting shampoo and conditioner from sally's will help. it may be a little more expensive but sooooo worth it! trust me!!!
It's not possible without some holding product in your hair. Sorry, hairspray is your new best friend, say hi. Just buy one which doesn't make your hair feel sticky or crunchy, one that's strong hold but you don't have to use a lot to hold it and to the point where your hair is a hot mess. I suggest trying the Aussie hair sprays (there hair products in general are all very good and they smell nice), or go with a Dove hairspray like the other person said.