You spray every lock of hair with hair spray on the root, curl it and then spray the lock on it's whole lenght with hair spray, not to much, though, because you don't want it to be stiff.
Sometimes this is a hard job, especially if you have fine hair. Any more there are all kinds of gels and lotions on the market to help you keep your set. You just have to choose one that's right for your hair type, etc.
