If you're loading hair from the hair library, it should automatically parent itself - but you will need to re-position and possibly re-scale if you're using hair on a figure it wasn't intended for. If your figure has clothes at this point, make sure you have the person selected before applying hair. Otherwise the hair gets parented to the clothing and will never work right. If you're trying to use conforming hair, that works like an item of clothing - you need to conform it to the base figure. Making it work on a different figure would be difficult.