natural is best, or course. but if you're that impatient, (Not saying you are, but hey), My girlfriend started a set by just braiding her hair and leaving it. They did eventually mat into locks. She washed them any everything. No rubberbands, no wax, no anything. It's a little cheating, but it worked. After a while they stop looking like braids and tangle themselves.
That being said, You're buddies method is dead wrong. Eagle said it all. Only thing I'd add is that when you are starting out, for the first few months, don't use a bar of soap. Use liquid. It's easier and gentler on baby locks. Wash very 2-3 days for a few months. Make sure you leave enough time in between washes to let your hair completely dry. Best drying method is to squeeze or shake out all excess water and then just dry in the sun. If it's cold out, squeeze the water out, wrap in a towel and squeeze. Let it sit in the towel for 10-15 minutes. Blow dry for a few minutes. And then let it air dry the rest on it's own.
Don't go to bed with wet locks. check them one more time before you go to bed. If their still a little damp, hit them with a blow drier again for a few minutes