Attached Link: http://wiki.blender.org/index.php/Manual/Particles

Sure!  There's the old-fashioned way, 2d planes with hair color and transparency maps, or you could dive into the particle system.

Unfortunately I haven't got a good tutorial link for either one, but for particle hair you can look at the manual and it'll give you a place to start--what you want are static particles for hair.  You'll also want to use guides, but those don't seem to have made it into the manual yet.  The other method works like many of the downloadable poser hair models.

By the way, if anyone knows a good place to look up how to use guides for hair I'd appreciate it, it seems like half the particles dissappear when I try it.