Start off with clean hair, style it before you start too. I cant remember whether i attempted to style my hair whilst i had it coloured but im guessing it wouldn't work quite as well, and could cause mess due to the texture of the hair spray. Make sure you cover up your clothes before you start too!
Once you have finished, your hair will be quite wet due to the spray, and using an old brush (the colour will rub off onto it) thoroughly brush your hair so that it doesn't dry all stuck together. You will find the texture is quite hasky and rough but fortunately it doesn't stay quite as stiff and after a few hours it should start to feel a little softer, this is a downside to using the hair spray.
I wanted to keep my hair coloured for as long as possible, however after a day or two the colour had faded from bright blue to a more turquoisy-green as you can see on this picture and my hair needed washing, the spray washes out instantly!