My hair won't curl! Is there something wrong with my curling iron or am I doing something wrong?

My school is having our formal dance this Friday, and I decided to make my hair into spiral-y curls for it. So yesterday my mom took me to Walmart to get a curling iron. I chose the best one they had, Revlon Radiance (1 inch), a tourmaline nano ceramic one. Today I tried it out. It heated up just fine and everything, but when I went to curl my hair, it did nothing. I used a small piece of hair, clamped the iron on the ends, rolled it up, held it for about 10 seconds, then unrolled it. The only thing I had achieved was to make a crease it my hair. Am I doing something wrong, if so, how do I do it? Or is it just a crappy curling iron, if so, what do you recommend? (I have a $25 limit!!) I need an answer quick, because the event is this coming Friday!!! Thanks!!!!My hair won't curl! Is there something wrong with my curling iron or am I doing something wrong?
Revlon curling irons are crap. It is this model that is the problem. Check out the one I use. It is on Wal Mart.com. I know you don't have time to order it with normal shipping time, but if you can find it anywhere else (or maybe they carry it in your local Wal Mart), it is the bomb!

pets