Have you tried using any other stylers besides the Shea Moisture milk? That's more of a leave-in conditioner, isn't it? Maybe you need to add something with more hold, such as a gel, to give you more curl definition and frizz control as your hair dries. There are many silicone/sulfate-free gels, even at drugstore prices. Personally, I am loving the Garnier Fructise Pure Clean gel right now.

I have high density, wavy/curly hair and plopping has done wonders to decrease frizz and drying time, and to encourage my waves to lean more towards curls. You could experiment with that.

Just some ideas! I'm a newbie still (only one month CG), but I would recommend playing around with different stylers and techniques before going back to silicones!
2b/c, high density
fine, medium porosity, normal elasticity
loves protein, hates polyquats
still searching for HGs