Your hair that you put in already will probably work decently---you just need to boil it permed. ^^
If the hair is nylon, you'll need to BOIL the water. If it's not hot enough, it won't affect the hair at all.
But, if it's kanekalon, be sure to use 'just bubbling BEFORE boiling' water. (Kanekalon will BURN/Frizz if the water is fully boiling.)
Do you know what kind of hair you've put in? Usually the Dollar Tree hair is nylon, but if you aren't sure, you might want to try 'before boiling' first and if that doesn't help it, then go for the full boiling water.
1)Take your pony and tie, using 'chenille' (fuzzy sticks) or even a ribbon (white--not colored) and tie/clamp the hair down in the position you want it to be. It may take a few tries to get it all under the 'tie' but keep trying until it's all under there.
2)Boil (or almost boil---depending on your hair type) water and then dip the pony's head in the water for about 30 seconds. (You can also pour the water over her head, but I prefer the dip---it seems to work better.) If it's nylon, which I suspect it is, you'll need to repeat the 'dip' in boiling water probably at least 2-3 times. Nylon is super tough to get in a permanent style. But trust me, it WILL work. You just need to get the fibers hot enough to 'perm' style. The water trick method always works---you may need to just do it a couple of times. If Kanekalon, just one dip in water will do the trick.
3)Let pony airdry on a towel, hair still clamped/tied down.
4)When she's dry, you can untie the fuzzy stick or ribbon and her hair should be flattened down where you tied it!
Good luck!!!
Setsuna