Go as far down as you want. Sometimes I like to go all the way down & then do the other side, so they connect underneath to make a full band. Wherever you stop, just tie off with a rubberband.
I put pink sponge curlers in her hair, but you could keep it straight, or even put it up in a pony. She does NOT like to sleep in the curler, so I just put them in when her hair is slightly damp. Keep them in for like 45 minutes (I put a blow dryer up to it & spray it just before I take them out) So now my pictures aren't showing, so just scroll back up to the top so you can see what it looks like in the end.