I have fine hair that wants to be curly. It can be difficult, becuase most curly girls seem to have very thick hair. Also, the products which help curly hair strut its stuff can often weigh down fine hair.
One thing I tried recently was using bendy foam rollers (with no product). This controlled the curl (while letting it happen, if you see what I mean), and made the hair seem fuller by lifting it from the scalp a little.
Give it a bash. It only took four rollers for my hip-length hair, and you can always wash it out if you don't like it.