Kate's hair has been roller set to create waves – heated rollers are best because you can unwind the hair easily without disturbing the shape, while Velcro rollers can stick to hair, particularly if it's fine, and can make hair static.
Use big rollers and twist hair a couple of times as you wind to create lots of movement. And wind the rollers under some sections of hair and over on others – except around the forehead where the hair needs to be wound over the roller to fall forward onto the face - as well as working in different sizes of sections to create a haphazard collection of waves that looks casually sexy.
Before setting, use lots of styling product to achieve that slight stiffness to the shape of the waves – mousse is essential, but setting lotion would be even more effective.
After setting, once hair has cooled into shape, turn your head upside down and shake through the hair at the roots with fingers. Use plenty of light hairspray for hold.