Hi ! Not all modeling clay hardens ! Make sure you have the right kind . You can keep your finished clay piece in a warm area , like on top of your refrigerator or by a heater. You want it to dry slowly , to prevent cracking , I don't think I would put it in the oven , even at a low temp. I have not worked with modeling clay for quite a while, so maybe things have changed ??? They do make a clay like substance call
Fimo , that comes in tons of colors and is meant to be baked at a low temp to harden .
Gloria: 1. know which kind of clay you are using. 2. this tutorial may help you too.
Most polymer or oven-based clays will harden after they are cooked at 265 °F to 275 °F for 15 minutes per 1⁄4 inch (6.4 mm) of thickness. Remove the baking sheet from the oven, and place it on a heat-resistant surface to cool. Plasticine (I think that's the common "modeling" clay) shouldn't be baked.