Suggestions on how to curl fine, long hair with curling iron?

My hair is long and fine, I just bought a new curling iron and it wont make a single curl in my hair. Perhaps it's the curling iron, or maybe it's just my hair. I've tried the highest heat, and the lowest heat, and nothing. HELP!?Suggestions on how to curl fine, long hair with curling iron?
as for curling it think twice about a curling iron, I'd use a flat iron just because its better for you hair, its quicker and easier.

Try this tutorial out so you can see what I''m talking about:

http://www.youtube.com/watch?v=uB1npokA2

Its for curling ur hair with the flat iron.Suggestions on how to curl fine, long hair with curling iron?
my hair was the same way when i was younger, curls were impossible.. but my grandmother told me (and as weird as this may sound), that beer works, it makes the curls stay in. just put some on the piece of hair that you're going to curl and then some hairspray and that should work.
Try using a spiral curling iron. I included a picture of the one I have below. It works really well. I think it was only 15-30 bucks?

If that doesn't work, grab a section of hair at a time, put some styling mousse in it, and then curl it.