well... I hear using a straightening iron on the LOWEST POSSIBLE SETTING sometimes works.
With my Ienzo wig, which had reccently been attacked by a dog, I used a wig brush (which can be bought online, at Sally's, or any other beauty store) and gently sprayed it with a spray bottle full of 1 part fabric softner and 2 parts water. It made the wig smell good and the fly aways stayed down for the most part, and it's very useful when you need to detangle the wig.
Only bad side is that the wig gets a bit stiffer, but to me that was good 'cause it kept it's shape with styling for longer than it use to.
I guess it all depends on how frizzy it is though.
“Fear Has A Large Shadow, but he himself is small.” - Ruth Gendler
Cosplays for 2011
Riku Replica- Kingdom Hearts (Re: ) Chain of Memories 15% done
Len Kagamine - Story of Evil Arc - Vocaloids 0.5% done
Ciel Phantomhive - Black Butler 0% done
Autumn themed Lolita - 0% done
South Italy - Hetalia - 0% done