Here is a great post about protein vs. moisture with pictures: Protein vs Moisture Pittsburgh Curly

The dry and frizzy you're describing may not have anything to do with PTs and DTs, it may either take you more time to get your hair hydrated and healthy, or one of your styling products may be drying your hair out still.

Here is a great link about what to do if your hair is dry: Pedaheh's Hair Blog: What to Do if You Have Dry Hair.