Just in case people thought he was nicknamed after a famous Globetrotter...
From NBA.com.:
According to Nenad Krstic, "First of all, it's not Curly. Coach asked me when I first came here and I told him "KRLE" which was my nickname from a kid in Serbia, which is a short version of Krstic. But coach couldn't pronounce it, so he just called me "Curly". And now, somehow that stuck. "