as I understand it, it sounds like you're trying to use Dynamic hair with Bryce. To my (very limited..;) knowledge, it won't import easily into Bryce (at least 5 and 5.5). I think it doesn't import at all, but I think there's a way to do it that I don't know about. It just doesn't show up.

the physical model-type hair (the ugly stuff) that's an actual object will import. You might be able to use one of those, then go in the Material room, and use some of the hair textures (there are some at Runtime DNA, as I recall). 

hope that helps

I wish I'd said that.. The Staircase Wit

anahl nathrak uth vas betude doth yel dyenvey..;)