Alright Hair Stylists, let's try this again.?

I got out of the shower, cleaned, dry, and dried it with a paddle brush. Of course I used a heat protection before the dryer, then I used each section the Redkin's Hot Set's 22 and I have the BabyBliss curling Iron, NOTHING! My hair will NOT curl! And I hate it because it's naturally curly/wavy. It's thick, and coarse, but it's healthy. What am I doing wrong, the technique? The way i'm curling my hair, getting too much? Every time I take it, maybe an inch of hair, I start from the bottom and roll it up to the top then hold it for about 20 seconds, and when I let go, it feel slike it wasn't even on the curling iron.