Poser is rubbish at doing skirts (to put it bluntly), and a lot of the more recent ones have special features to get around Poser's shortcomings. There should be some instructions in the readme file that came with the clothing - what piece is it you're using here? Transmapped hair is the usual way of doing it, although some artists paint it on afterwards, and there's also Poser 5's dynamic hair which can work well or be awful. Some have more success with it than others. Have a look at the credits in the gallery postings you admire, and see where the hair came from: if it doesn't say, ask the artist. They'll nearly always be happy to pass on that information.