Is it possible for the eyebrows and eyelashes on the millenium figures to use OpenGl displays so they aren't the big black blocks? Thanks

Yes. Simply apply a transmap. And make sure Transparency Display is set to Actual, rather than the default of 90%, in your preview render settings.

If it still isn't working, there might be a compatibility issue with your graphics card or drivers. Try the SreeD option instead of OpenGL.

Addendum:

The cartoon display modes still won't use transparency, and that new Toon Outline option for Firefly will persistantly draw outlines around transparent materials, whether you want them there or not.

Thanks!