My hair is thin and frizzy so i usually straighten it. Lately I've been wanting to style it like the way it is in this picture. My hair is about the same length as the hair in the pic. How can i achieve this look?

If someone suggest a curling iron- what size should it be.

http://www.curly-hair-styles-magazine.com/image-files/curly-hair-cut-short-04.jpg