1 Use a high-quality wax. 2  The best way to style your hair is to use a good quality wax-take a small amount and heat slightly by rubbing your palms together. 3  Then, make sure you get it in all of your hair before styling into position. Leave a section of the hair down at a time, and pin the rest of it on top of your head. 2  The shorter your hair, the bigger sections you can take. 3  If you would like springier curls, leave it for 10-12 seconds. 4  For more wavy or loose curls, leave it for 8 to 10 sections.