Get a wider iron, and one with more wattage. Also, you want to do the straightening fairly soon after washing your hair, as it will still contain some water, and this will turn to steam when you straighten.
Something that is thicker and allows you to put more hair into it like the Revlon 2-1/4 inch Perfect Heat Ceramic Straightener will work the best if you have thick, course hair.
U mite want to try the InStyler. It is not as damaging as a flat iron and makes your hair really soft. Another thing is you mite a really good blow dryer to get your hair bone straight then use a thick and wide flat iron.