Get your hair washed and conditioned properly before applying rollers on it. Do not use shampoos or conditioners which contain chemicals for making your hair straight. Blow dry your hair upside down and let it be barely damp for getting better results, as dry hair will take more time to roll on and heat will make them more dry and rough.
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Thermal self-grip rollers come in various sizes, choose the one which will go with your hair length and what kind of curls you want to have. If you want tighter curls then you must go for small rollers. These rollers are easy to remove, so you do not have to panic while choosing the size or rolling your hair.
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Get a small section of hair and starting from the end roll up your hair with the roller until it reaches the roots. Repeat the process with all other sections of hair. Once you are done with all hair, spray gel or thermal hair protectant all around the rollers in order to secure your hair from heat.
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After setting all the rollers, use hair dryer to provide heat to the rollers for a few minutes. Thermal rollers will retain heat and give you more pronounced curls. Wait for a few minutes until the rollers cool. Remove the rollers gently, do not pull your hair in panic as it will ruin your curls. You will really like the new hairstyle you get after this all hard work.