Need a hairspray to combat humidity & keep hair straight!?

I have naturally wavy hair with a slight frizz. It straightens relatively easily, but when I get into even slightly humid climates, it starts to frizz and gets a slight wave. In the most humid of climates, my hair frizzes up and starts to curl. Could anyone suggest an anti-humidity spray that doesn't make hair stiff, but allows it to stay straight, sleek, and frizz-free? I usually shop at Walmart or Target, so if you could suggest something from there, that would be especially great.