Just export it as obj while standing in the frame you want, or you can choose it when it ask if you want a single or range of frames. Just find it easier to just be in the correct frame. After you have exported it you just import it again. 

If you have "special" (Meaning more than just diffuse) material on the hair its a good idea to just save it to the library as it will most likely not be correct after you import it. So its just so its easier :)