How do I self-curl my short hair?

My hair is jet black, pretty thick, and straight, I just bought a curling iron


http://www.remington-products.com/hairca...





It has a small barrel, I want to make it wavy and look like this





http://www.flickr.com/photos/22800902@N0...





But shorter. Anyway, I can only curl my hair by myself, cause there%26#039;s no one to help me. And tell me what products should I apply to not make the curls frizzy? Because I%26#039;m so sick of my frizzy hair!
How do I self-curl my short hair?
For a look like that you%26#039;d need hot rollers. I got a cheap set for like twelve bucks and I get awesome curls out of them! You can get a good heat-treatment spray, gel or cream for your hair and it will keep it from getting frizzy. Anti-frizz shampoo is good too.