I just want to add, before I start: my hair NEVER curls. Ever. It's thin and slick and straight. Despite that, this technique works GREAT for me. TRY IT.
And that's the basic idea! Keep curling your hair all the way around the band to the back of your head. Make sure to pull them pretty tight (depending on how tight you want your curls).
Also... Make sure to push your "curls" close to each other so you have room for all of your hair.
VOILA!! You're done! Just relax for a couple hours or sleep with your hair this way...