Can you send us a pic of your hair? Curly hair can be very different from a person to another. I have curly hair, but my curlyness depends on how humid it is outside!!
Maybe it will sound stupid but... did you dye your hair? Dyed hairs are easier to place and iron.
Usually after showering, I use some mousse on hair, so that the curlyness won't go too crazy with frizzyness!
To acheive the look tirin sent you, what I usually do, is that I use my flat iron on my super curly hair, but not with extreme heat. Then I just iron my hair, like if I wanted to make them flat, but by taking a little bit more hair each time. So your curls will be "flattened" but without removing it all. Sometimes the tip of my hair get straight while I do that, so I use my flat iron to curl the tip of my hair a bit, and it's done. I use anti-frizz serum too afterwards, and it looks pretty much like the hair in the picture..
If you don't know how to curl with a flat iron : http://www.youtube.com/watch?v=WgUt31h_jag The curl holds better for me with curling with a flat iron than curling with a curling iron
Be sure that you hair is not dry. When my hair is dry.... my hair doesn't curl well and it looks like a mess!! I go to the salon to cut them often, it helps to keep an healthy look