You can also use a round brush when you are blow dryer and direct the air flow down from the hair roots to the bottom of the ends.  Take the sections that flick out and roll them under and then dry with the air flow directed from the top of the hair to down. 

To get extra hold, you may want to use a tiny bit of mousse or gel and apply it to the end sections that flip/flick up before you use the round brush and blow dry it under.

If the hair is still flicking after blow drying with a round brush, you can try a curling iron as Susan suggested.  The smaller the barrell of the iron, the tighter the turn under and the longer it will hold.  You can get a looser turn under by playing with how much hair you roll at any one time.

One way to really hold it tightly is to use a tiny bit of gel/mousse or whatever styling product you prefer on wet hair, use the round brush and the blow dryer to turn the hair under while you blow dry, then use a curling iron to curl underneath and then remove the curling iron and let hair completely cool, then spray with a hairspray to hold the shape.

Another option is to ask your hairdresser to scissor or razor the ends that are flicking so that the hair doesn't flick up so easily.  If the ends are more shattered there will be less hair to unflick.