You have to use setting lotion (I use Lottabody. I have a really expensive one - forgot the name of it - that a friend recommended, but I don't like it) and you have to sit under the dryer or it will be frizzy-ish in the morning.
You'll want to use these specific rollers and these roller clips.

Can you see the type of rollers from the pic? If not, I'll try to find a better pic.
When your hair is wet (after wash and condition), you should part it into three sections. I usually part using the ends of my eyebrows as a guide. I put the two sides into clips to hold them out of the way, then row by row, roll the middle section going backwards. I usually use about 8-10 rollers in the middle. Then, I do the sides. On each side, I use 3 rollers going downward, and that leaves a section on the left back and left right. I use about 3-4 rollers there.
Roll it as tight as you can take it, and use two clips on each roller to secure it well.
With your hair type and length, you'll probably have to sit under the dryer for about 1-1.5 hours on high heat. When you start to hear a few rollers "pop" you'll know it's dry. Test one from the nape of your neck, and one from the ear area to see if it's dry (those are usually the last to dry).
Here's a pretty decent and inexpensive bonnet dryer (and Gold n Hot and Conair have good ones, too).
