How can I curl my hair like this?

Don't use velcro curlers. Those will give you more of a wavy look and most likely will not hold. For the kind of curls you want I'd use probably a 1/2 inch barrel curling iron. Mist your hair with some heat protection spray (try TRESemme heat tamer protective spray) before using the curling iron to protect your hair. Then to make the curls stay in place, I love TRESemme curl activator spray. Spray that from root to tip then quickly blow dry for about a minute (the product is very sticky so adding heat right away is important to make sure your hair doesn't have a tacky feel to it). Then take 1/4inch - 1/2 inch sections and curl making sure to go all the way up to the root. When undoing the curling iron from each curl don't open the clamp right away. twirl your hair out of it and then open the clamp when your hair is not around the barrel (it defines your curls more). When you're done mist a little bit more of the curl activator spray and you're good to go :)