Usually, what you want to do is select the hair, then choose Figure: Conform To and then select your figure (usually Figure 1). It should parent the hair to the head for you. If that doesn't work, try selecting the hair, then do Figure: Set Figure Parent and select your character's head in the directory of parts that pops up. It really depends on whether you are using a hair .hr2 file or a hair prop or a hair character. But one of those should work for you. Hope that helps :)