My hair goes dry/fluffy kinda during day

My hair is just passed eye level now (cant really find a pic) but anyway, in the mornings i shampoo/condition it, blow dry, then i put a little bit of wax on, and straighten the hair, then it looks fine, and i spray a tiny bit of hairspray to hold it a bit, then i find that during the day my hair looks extremely dry, and has come away from the mild damp look i want.........WHY!? lol....no, on a serious note, can someone tell me, cos its well annoying

thanks