That is correct, you should never cross two frizzles. Sizzles come in frizzled and smooth varieties, and you would breed your frizzle to a smooth, ideally. However, when most people are starting from scratch (like I did), they breed their frizzled birds back to their Silkies.
So, say you cross a frizzled Cochin hen and a Silkie rooster, the resulting offspring would be your first generation. You would take those offspring, and breed the pullets back to your Silkie rooster (if he has desirable traits that would compliment those pullets) or another Silkie rooster to improve their type (or the Sizzle cockerels to Silkie hens), those offspring would be your second generation, and so on and so on. As your breeding the frizzled birds to your Silkies, you'll get 4 feather types, frizzled Sizzles (frizzled hard feathers), smooth Sizzles (flat hard feathers), regular Silkies and frizzled Silkies (frizzled Silkie feathers). You'll separate the frizzles from the frizzles as you go, so they aren't breeding. The frizzles, smooths and regular Silkies can all be kept together though. A lot of folks get rid of the smooths as they breed, which is a mistake. They're very important, since you can't breed your frizzles together. Eventually, you can get to where your Sizzle pen contains just frizzled Sizzles and smooth Sizzles, and you won't need the Silkies to improve type anymore.
Whew, I hope that makes sense!