How/where do I put in hair heat protectant?

I know this must sound stupid, but where in my hair (roots/tips/etc.) should I spray or apply heat protectant before I curl my hair? I dont want my hair to look greasy, either. Oh and some people say that you should dampen your hair before you apply heat protectant to keep it from getting greasy or oily? I dont know how to do it! Lol! Please help (: