I know where one is, and it's on misfitcurls avatar! Maybe she's got some tips.
Here's a video I saw lately: http://www.youtube.com/watch?v=e2QyEWv4WDo
She's not a curly but she actually says if you have straight hair to roll it first, lol. It does seem like you'd have to be able to get a comb through it, so maybe put it up damp?