I've had an opportunity to dig out the Mitsu Hair and check a few things why you are experiencing this problem.  To begin, I think the transparency map is not well made.  But since I wasn't about to remap the image, I looked at the nodes in the material room.  This image is the Mitsu Hair unaltered straight from installation.  The Material Room is the same arrangement as posted above.  Basic 3 light Poser setup 1 light with shadowing and AO, others no shadows.