In my experience, the onces that look like this work way better :

Japanesque-Eye-Curler_lg.jpg

I was never a fan of the bulky plastic ones like the one you bought.

I have one too, and I hate it with a passion. It doesn't work.

So, I can't help you with the money you lost, but the ones like above

are the kinds I recommend. I hope that helps. :D