Hi...
Is your hair SOAKING wet from root to ends? It must be soaking wet, especially the ends to smooth it out on the roller. Also try putting paperends on the ends of your hair too if that does not help.'
As you can see from my sizzy, my ends are REAL FRIZZY! When I keep it real wet (plus I use WEN products) my ends look like brand new!!!
One more thing...also try to put a little CHI serum on your SOAKING WET ends before rolling too.