Absolutely. Playing Wand of Dowsing and pulling the card from the discard pile counts as a single action, so the effect of the Curse has to wait until you are done. Even if you had said what card you were going for, you're allowed to change your mind until you actually complete the action. However, once you have pulled the card, the Curse happens – if you don't get a card that will let you cancel the Curse, you have to resolve the Curse's effects before playing the card you just pulled out of the discard pile.