HELP!

well, for the past two years i've done the exact same straight styles with my hair..so now i'm wanting something different and i bought this BEDHEAD hair spray that supposedly brings curls on when heat it applied. my hair is naturally thick and wavy (it's red) so i thought, "ok..cool! i'll have curls and waves" but alas, i blowed it dry and it was the exact same!! just big and straight looking, not even wavy! what am i doing wrong? i "fingered" it or whatever. please help me!