There are a few god tutorials in the Bryce section here at Rosity that will help you. This off site one is good as well. http://www.ab3dp.com/NGExtras/Tutorials/TransmapBryce/Transmap.htm

Here is the way I do transmaps. I currently use Bryce 5 so I have no clue of 5.5 will be different and this should work just fine if you are in Bryce 4.(I am not sure how well you know Bryce so if you need more detailed instructions please let me know.)

First off: Most hair models just use one texture and trans map, but some of the complex ones can have several. Check the materils in Poser first to see what map is used where, and its best to make a list and remember where the maps are stored since you will have to show Bryce where to find them later.
Next import your model into Bryce, it should ask you where the maps are for the model. It is best to point Bryce to them at this point as it will save a bit of time.
Ok, now you should have your model in Bryce and it will look pretty lame. To fix this you need to add a transmap to your hair as Bryce just does not seem to realise they exist.
Select the hair model (or the piece of it you want to work on if it is one of the realy complex ones) Then go into the material window. The first thing I do is to set the mat to the Flat Gray material in Simple & Fast. (This gets rid of the bizare glow effect you get if you just try to add a tansmap to the default setting). Now that it is set to flat gray I put a dot in Diffuse and Ambient in Channel A and set that as the actuall hair texture map(Click the P under the mat the shows up on the right to chage it to a picture texture and tell it what texture map to use). Then I put a dot in Channel B for transperency. Again click the P and tell Bryce what transmap to use and where it is. Once you have the transmap loaded you need to make it an alpha mask so it will act like a transmap. To do this just click copy under the litte pic of the map you just told Bryce to use and then click paste under the middle box. Now the third pic looks like a real transmap. Now just hit the check mark until you are out of the material editor and your hair should look like it is supposed to.
You can also play around with the specularity and and Ambience to your liking. (This works just fine for eyelashes and eyebrows as well).