Use a set of plastic rollers with ventilated, snap-on covers. Purchase a setting agent such as a spray or lotion. Grab a comb and a misting bottle filled with plain water.
Shampoo and condition your hair and leave it wet. Keep your misting bottle handy in case your hair begins to air dry as you are setting it.
Working with small sections of hair, apply the setting agent to the strands and roll the hair over the roller, keeping the hair stretched taut as you go. Snap the roller in place with its cover, then repeat until all hair is rolled. Keep the rollers in overnight for a straightened look in the morning.