First off, if you want to keep your curls then resist the urge to brush it. After washing, just wrap it up in a towel until is is no longer dripping wet... and leave well alone! Any brushing will straighten out the curls and leave you with a frizzy mess.
As also mentioned, deep conditioning is a must to tackle frizz. My faves, in price order, are: Elvive Anti-Breakage Nutri-Repair Masque, Lush Retreat and Wella Power Mask. They all only need to be left on for a couple of minutes while you're in the shower - I use a mask at least twice a week and they have saved my dry ,frizzy, coloured hair.