Ever seen the heated eyelash curler ads? What a waste of money!
For years I've been curling my lashes this way and it works great and they stay curled all day. It's just like setting your hair in hot rollers:
Get a metal eyelash curler and run it under some WARM (not hot) water for about 15 seconds, then dry it off quickly.
Curl your lashes and hold for about 15 seconds or so until the curler cools a bit. When you remove the curler, your lashes should be huge and set all day - you can apply mascara and they should stay put.