What products to use?

Today I purchased a set of hot rollers by Conair, they are the "extreme instant heat ceramic rollers". I have long hair (somewhat layered, they are growing out) that absolutely will NOT hold a curl with a curling iron or using the flat iron, so I thought maybe hot rollers would work. However, I am having a hell of a time getting curls to stay even with the hot rollers! I put them up and let them set for 20 minutes, then took them out and a few minutes later, my hair went limp.

I didn't shower or anything before hand, but I'm wondering would it be better to shower, blow dry my hair (and usually, I use a volumizing mousse and root spray before blowdry), then set them?

My main question is....what other products should I be using to help hold my curl, for at least a few hours? How exactly should I go about this when I set them, should I be spraying with a spray gel or hair spray first? Or...ugh, I'm so lost! LOL. I'm attemping to achieve a beachy sexy wave look for going out, not really curls/ringlets. Something very....Kim Kardashian, if that makes sense? LOL.

I've got a big event next Saturday that I'd love to wear my hair really sexy for....so I've got one week to practice! So any help would be appreciated, thank you!!

I would use a mousse to style them with the rollers, then hairspray to set them once you've taken the rollers out of your hair and styled the curls like you wanted them to be. I use a killer hairspray by Schwartzkopf named Taft Absolu Fix, you can also use L'oreal Elnett extra strong hold.