Well, I have to say that it's not *positive* that there's a relationship between the pill and curls, or even hair loss. Many women go on the pill in their teens, when their hormones are sorting themselves out anyway, and the hormonal rebalance that happens after puberty/during adolescence and lasts until the mid-twenties will often cause a change in hair anyway. This is also why a lot of women say that the pill 'causes' weight gain, even though scientifically there is no statistically significant weight gain associated with hormonal contraception (aside from Depo) - these women would be gaining some weight *anyway* during this time period. So keep in mind that this may be a coincidental relationship.
I know, from both anecdotal and personal evidence, that hair changes due to hormonal fluctuations. A lot of curlies only even went curly at puberty - my hair was straight as a board until I was about 11. Taking the pill obviously messes with your natural hormones, and could, in theory, lead to a slight change in curl pattern, though I am not sure how this would actually happen if the curl shape comes from the root and all (that would actually have to change shape). I have several friends who've been pregnant, and while none can comment on curliness, they mention that their hair texture and how thick/thin their hair is changes dramatically during pregnancy, and I suspect this has to do with the developing fetus redirecting protein that would normally help make hair to their own developing body. From my own experience of the pill, certain hormones at certain levels can affect hair loss in particular - this is why it's listed as a possible side effect of birth control pills. You're not likely to notice anything really obvious except on a pill with a considerable progesterone content, from what my GP told me when I complained about hairloss on Cerazette (which is a very high dose POP).
Sorry for the length - just want to be sure that the equation here is not "the pill will change my hair!" but "there is certain anecdotal evidence that hormones can change hair, but this relationship is coincidental at best except at very high dosages."