If collision detection doesn't work, it's probably because the model is too high-res. Either the hair or the figure, or both.

If it's hair you made yourself, try reducing the resolution of the hair. (Lower-res skullcap, fewer vertices, fewer strands, etc.) If it's hair that came with P6, try using a low-res "proxy" for collisions. A lower-res figure, or just a primitive to stand in for Jessi's head.