No, don't iron!
You didn't say what the project was. :??
If it is a scarf...after you're done...pin it down on a blocking board (or similar flat surface like your ironing board) and heavily mist it...and leave it til bone dry.
If it is a garment...block your pieces as above or any other preferred blocking method...the pieces should quit the curl thing after being blocked...but not to worry, the side edges will be seamed anyway with the exception of the bottom edges of the sweater and cuffs.
What are you knitting? :shrug: