When you have 'apply changes to whole figure' checked, any texture you chose for that particular material will be applied to every material that figure has. A good way to do it is like this:

Select one of the materials that is inlcuded in the head...such as skinHead. Have the 'apply changes to the whole figure' box checked and choose the head texture you want. Now, immediately uncheck the 'apply changes...' box or any changes you make are just going to change it for everything. Now, select your body materials: skinBody, fingernails, and toenails (and the other ones if you have the naughty bits visible) and assign the body version of the textures to these.

Most people name their texture maps appropriately, such as johnHeadTX.jpg and johnBodyTX.jpg, and you should as well. Generally people use TX to mean 'texture,' TR for 'transparency,' and T for 'template.'

Hope this helps.