The ghd website has videos showing step by step video instruction on how to curl your hair and other styles with your ghds! Taught me alot! And is easy to understand!
You know when you run a pair of scissors down a piece of paper and it goes curly, it is exactly the same as with straightners on your hair, works in the exact same way!! Just hold the straightners at a angle then pull really hard!!
If you have the GHD styler (it's what I have) try this...
Clamp the straightner on a chunk of hair, the bigger the section the less the curl.
As you move down the hair length, hold the GHD with both hands and twist the GHD as if turning the whole thing 180 degrees. I twist horizontally (from left to right etc) rather than upside down.