Hair dressers or general experts, please give me some advice!

So, lately I've been trying to curl my hair with hot rollers (I can't use a curling iron, because I just end up burning myself and my hands move at the same time-did an 'Ask me anything' thread about it). The thing is, everything comes out wonky.

So here's what's been going on: I try to get the rolls up to the top of my head, wrapped around the hair as tightly as possible. I can't really get all of it, and thus there are some hairs sticking out the top making me look like I've got a bit of the punk thing going on. When I do this, I hope to achieve some bounce and volume. I have short-ish hair (it goes to the top of my shoulders). But I get on side perfect, and one side that goes in the other direction. So I look like I went through a wind tunnel sideways. Not very chic. It's more bed head, less polished.

Am I doing something wrong? What kinda helps is flipping it and using a hair dryer (even though it's already dry) to try to get the volume. It doesn't really work because then it looks like I got the big 80s hair. Not really the look I want.

The curlers come in big, medium, and small. I leave them in for about 10 minutes, usually using the big sized ones.

Also, I'm trying to get the bob look. I really want to try out new looks in general, because I think I need to learn to do my hair. If it helps, my hair is naturally straight and already has a bit of volume, and my face is kinda round/heart shaped. I used to straighten it-not a lot because I got sick of it. Any instructions on getting a new look? I can't really do anything to the back, but I still want to change up it up. Thanks!

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Edit: Oh my god, so many replies! Thank you everyone. I tried doing some of the things suggested this morning, and they worked! Thanks again @:D (emoticon with curls...yeah)