First, blow dry your hair so that it's mostly dry. Then twist your hair and put it up, into the clip. Wear the clip throughout the day and DO NOT take it out. I would recommend wearing up all throughout your work or school day. After, a few hours take your hair out of the clip and put some hairspray in it and your done.
NOTE: Your hair should be completely dry by this point if it's not you may want to put it back up. Also, this looks nice if you curl your bangs.