Ok well here is the thing,
depending on your natural hair texture you may be able to get away with rollersetting alone. you will be using heat but it is indirect.
another option is to rollerset and just flat iron the roots.Many people relaxed and natural have success with this method.
my only issue with low heat options for natural hair is that the hair is much more likely to swell or frizz then if heat was applied. some naturals have poofy hair directly after a flat iron. Just imagine when a no/low heat method instead! There are ways to prevent/reduce the frizz of course but I wont get into that now.
another option is fake hair.you can try getting a straight haired wig or you can opt to get a weave with a closure. if applied correctly it looks just like your own hair and you wont have to worry about your hair frizzing up.
It is defineltey possible to be a straight haired natural but there are some times where the curls are more convenient
Actually, wanting to do the low heat and rollerset thing is what made me relax my natural hair. A beautiful rollerset would shrink into a 2 inch fro after i stepped outside.
I could go on and on about this but I am just gonna stop here for now....lol