My hair is naturally curly but when I brush it the curls go away I do not like to use hairsprays or anything like that How can I make them stay?

You simply don't brush it. You can brush it as soon as you get out of the shower, but not when it is dry. Put curly hair products in it afterwards. These vary according to how curly your hair is. Some mousse for curly hair will probably work great. After you put the product in, scrunch your hair with your hands while it is drying.