Yep, this hair does not conform, it has to be parented to the head. This is in the readme.txt, but it is not very well explained.

This should work:

1. load Vicky in the default position,
2. load the Printemps Hair (all 4 figures),
3. move the hair_cap (ytrans -0.014, ztrans 0.006), your mileage may vary,
4. parent the hair_cap to the head.

Now the hair moves with Vicky if you pose her.

BTW for a long time I forego to contact the vendors, I can solve most problems faster if I do it myself. ;P