I've seen this on a few hair objects.  If you drag the hair to the head (open character in instances) with the character at a zero pose, you should be able to position the hair and it seems to stay in place thereafter.

Klebnor

Lotus 123 ~ S-Render ~ OS/2 WARP ~ IBM 8088 / 4.77 Mhz ~ Hercules Ultima graphics, Hitachi 10 MB HDD, 64K RAM, 12 in diagonal CRT Monitor (16 colors / 60 Hz refresh rate), 240 Watt PS, Dual 1.44 MB Floppies, 2 button mouse input device.  Beige horizontal case.  I don't display my unit.