Well I'll just confuse you some more then! ;-))
Some MAT textures are applied in the "old" way [still very popular] as a "MAT pose" and this will be in your pose folder, if it is you just need to double click on it with the hair selected.

Also if you have files with "Z" extensions it just means that the content is compressed, you can either leave it like that or uncompress with a python script, makes no difference in most cases, it's down to personal preference, I always uncompress mine but I have my own reasons for that!
Any other questions, feel free to ask!!

Injustice will be avenged.
Cofiwch Dryweryn.