Nicole, I wish you nothing but good luck while your on your journey to becoming natural!
If the Curls Milkshake is not giving the desired type of definition and moisturization to your hair, then you can try either the Curls Souffle or Whipped Cream on your hair. And, and for a good finishing pomade, I suggest you try the Curls Euphoria Elixir. As, it helps with frizz as well add extra sheen to the hair two.
No, dyeing your hair will not hamper your transition. As, transitioning is dependent upon your not using lye and no-lye based relaxers in your hair again. So, it is absolutely okay for you to dye your hair.
I think that once you and your hair become more familiar with the products, then the more of a change you will begin to see on how quickly you can style your hair with them, as well as, how well they can work for your hair. Right now, yuor hair is probably 90 percent relaxed, and you probably have about 10 percent of new growth. So, right now your hair probably is more wavy than it is curly.
I have a "Hair Videos" Thread at the top of this page that offers a number of styling videos that may be of some help to you. As, you don't need to worry about your hair having alot of curliness to it at this time. Because, the longer that you transition, the more your hair's natural curliness will start to emerge.
While transitioning you can rock any style: buns, pressed, blowouts, flatironed styles, rollersets/rodsets, weaves, wigs, phony ponies, wash and gos, curly puff(s)/ponytails, braids/braidouts, twists/twistouts, and combcoils. So, definitely don't be afraid to experiment. However, if you do use any type of direct heat on your hair, try not to do so no more than 2-3 times a month only. As, the more that you use heat on your hair, the more you leave your hair open to the possibility of damage.
Curls does have a "Natural Sista" Kit that has both Curls Whipped Cream and Euphoria Elixir. Curls Whipped Cream is very versatile. It can be used for creating such natural hairstyles as: wash and gos, curly puffs/ponytails, braids, twists, locs, combcoils, etc. And, it works as a gel substitute two.
Also, the Curls Euphoria Elixir is very versatile product as well. As, it can be used as a heat protectant, hot oil treatment, shine enhancer, frizz reducer, and hair smoother. Both the Curls Whipped Cream and Euphoria Elixir are concentrated products. So, being heavy handed with either product would be a no-no. And, with Curls Euphoria Elixir, it can be used alone or layered over any Curls product, by the way.
Also, here's a good site that offers instructions on how to create various styles whether you are transitioning or you wear your hair natural -
MotownGirl.com - MotownGirl.com :: Do It Yourself Natural Haircare