Tiiiight (the pony, not the dress), part 2

Step 4: Roll medium-sized sections of the hair in your pony around a large-barreled curling iron. Hold in place until hair feels warm, then release from iron. Spritz curls with hairspray then gently brush them out with your fingers so they keep some of their shape. Make sure your extensions can be heat styled (some synthetic ones can't) before you touch them with the scalding hot iron. Melted-plastic is not the look -- or smell -- we're going for.
Step 5: Smooth some gel, like The Body Shop's Green Tea Hair Gel, $12 over the top of your hair to add shine and keep flyaways down.

Next: See another of Lopez's famous hairstyles