How do I keep my hair from getting frizzy at the club?

Okay this past friday night I went to the club I was fly in style! BUT my freaking hair as always just made it sooo bad! I have the Rhianna/Victoria Beckham hair cut. I cant just sweep it into a ponytail. So at the club it frizzed up sooooo freaking horribly it really pissed me off! How do I keep my hairstyles from frizzing up in the sweat? Like is there a product hair glue or something that wont make my hair look greasy or stiff just something that I apply to my hair so that it will stay straight and sleek all nite long after hours of dancing?