Do you use a heat defense spray? I think hairspray works just as well though tbh.
Also, do you straighten your hair in small sections? What is your hair like before you straighten it? Are you straighteners any good? It mightbe them that is causing the problem.
The reason I ask is because I have thick curly hair and mine has never gone frizzy through straightening, I seperate it all into sections and then, if I can be bothered, though in all honesty I rarely do, I spray each section before I straighten it. My straighteners are ceramic Babyliss ones, they were only about �40 so they don't need to be hugely expensive or anything.
I guess if you have afro hair you would need better irons, or if you hair is fine I would think you might need to add some (wax, clay or gum or something) to weigh it down after straightening.