You too shall have a pretty bince, *Eager!!
I looked at a few blogs, including this one and this one.
From my (very) limited experience, you need to:
Wash and almost-dry your hair, having used some species of mousse/setting lotion/stuff
Section into surprisingly large bits - I have thick hair just about touching the shoulders and did about 12 curls.
Form into a large loop, probably about 1.5-2 inches across. Much larger than you'd think. Don't scroll them, twist them, or wind them around anything, just make a nice circle. Try to think about how the curl is moving (ie, away from your face, towards your face, away from the parting etc.)
Pin totally flat to your head with a couple of kirby grips.
Go to bed.
Wake up.
Take the pins out.
FRIZZMONSTER NIGHTMARE! Quelle Horreur!
Don't panic. Brush it with wide-toothed brush or comb. The frizz will sort of settle into big deep waves.
Use serum or oil or whatevs.
Bingo!