Video tutorial : how to curl your hair ( at first I thought 'really? I know how to curl my hair' but I watched it out of curiosity and Wow! I learned the 'right' way to do it where your curls actually stay!!) awesome stuff this girl has on her blog
Take 2 elastic bands and separate the hair into 2 ponytails, one above the other, in the back of your head. Once the ponytails are secured, take sections of each ponytail and, starting at the ends, roll them toward the head, pinning them in place with bobby pins. Roll the top ponytail first, then the bottom, leaving pieces closest to the middle for last.