Hi Klebnor,
Basically select the hair prop and switch to the texture room. Once there, select the Color channel of the first domain (skullcap) and click the "load" icon to the right of the preview of the image map. Then simply navigate to the folder that contains the hair's texture files and replace the current image map with one of your choosing. For Chocolate Hair you'll find the textures in C:/Program Files/Curious Labs/Poser 6/Runtime/Textures/Michelle/ChocoHair.
If the corresponding transparency map is already loaded into the Alpha Channel, then you're good to go.
The remaining 5 shading domains all take the same texture map, so after you set up the first one, like you did with the skull cap, you can just copy and paste the Color Channel for the rest.
Since the highlights are "baked" on to the texture maps for Chocolate Hair, you're better off leaving the Highlight and Shininess channels blank.