Here is what I do:
You do it after the the rollerset, when completely dry. Using a blowdryer with a nozzle
Use some protectant (I like Nexuss Heat Protexx)
Take a round brush
Take hair into sections
Get the brush close to the roots, first under place direct heat
Now take the brush on top of the hair, place direct heat and pull the brush down with the dryer going in the same direction (not all the way down the hair, just at the roots) - Hope this makes sense
Do it all over
Apply your products
Note: This is for only blowing the roots. To do the full length of your hair, take the brush all the way down to the tips making sure the blowdryer stays in a downward direction.