Problem With Velvet Hot Rollers On Long Hair

I have 3 hot rollers sets, a regular set with both big-medium & small rollers to it, one with all small rollers for tighter curls & a set with velvet stuff on it that's supposed to make it kinder to your hair. The ones that work the best on my hair are the ones with all small rollers for tighter curls. They do the best set on my hair. The set with velvet stuff on it doesn't work so well in setting my hair. It doesn't seem to set or hold so well. How can I get them to work better? Thanks for any info! :)