Isis nailed it on the head!
However, I do use a bit of diluted Lottabody setting lotion in a conitioning mixture because I wear my hair curly for work. This helps my curls hold up to the windy weather where I live. Just choose the size roller accoring to the length of your hair, or the amount "curliness" you want (smaller rollers), or a faster drying time (larger rollers). I also find that a spray bottle with water and some condtitioner is needed because my hair sometimes starts to dry out as I am rolling. A wide-tooth rattail comb mas also comes in handy.
Sally's--or any well-stocked BSS--will have what you need.