I bought four 4" pots at the grocery store early March some with heads. The heads have now all passed and the leaves are curling on all of the plants. Does anyone know what I'm doing wrong? Are they supposed to do this? if So what should I do with the bulbs?
I would recommend you put them outside, in bright shade, watering about once a week. They are bulbs and they are going dormant for the summer. You can plant them in the ground, they should come back next year. Keeping bulbs in containers from year to year is a challenge, you can spend alot of you time to save $3 worth of bulbs. If you time is worth $15 a hour you will probably spend 3 hrs taking care of them over the year ($45).
Don't worry, you aren't killing them!!!
This is normal hyacinth behavior. :) They are essentially an annual that flowers in the early early spring - those guys are just going dormant now. I wouldn't water, since they are dying back for the year watering will just make your bulbs rot. Take the bulbs out of the pot, let the foliage dry out completely and stick 'em in your flowerbed, about 5-6 inches down. Make sure you remember where you put them though, so you don't accidentally dig them up over the summer, they won't show any signs of life until next spring!
I'd put them in the ground straight from the pot, keeping the leaves attached. Water in lightly and let the leaves die back naturally so they provide food for the bulb over the dormant period. I suggest you make an overhead drawing of your flower bed and note where you put the bulbs and about how deep so you can work around them if you need to without damaging them when you're digging around in there later on, just like wildgardengirl said.
If the bulbs were forced they may not flower again. Being in Wisconsin, I love buying bulbs at the grocery store in Feb./March. Takes winter blues away. The bulbs I buy are always forced and don't flower again. Might be different in Texas. I hope yours come back! Good luck!