For Pinkie: Wash her hair with soap and hot water. comb out any and all tangles. Grab a few straws, a whole pack of bobby pins, and scissors. Cut about an inch or so off the straw, take a lock of pinkie's hair, and fasten it onto the straw with the bobby pin. roll it up and secure it with a another bobby pin. Repeat until she's out of hair to curl. Let her sit overnight, and take the straws and bobby pins out the next day.
For Pinkamena: Same deal with pinkie wash and comb it out. when her hair is still damp part it like you would a fluttershy toy, straighten her hair sections with a bobby pin, but leave the bobby pin at the tips of her hair so it'll stay straight as it drys.
Factoid; Pony hair like to curl, so set it with alittle hair spray or gel. That's totally up to you thoughl