First make a new layer on your doll and name it "Hair". Start out by drawing an outline of the hair on doll and totally filling it in.
Take your burn tool and set the brush to 1 pixel wide, 100% opacity (the darkest it can get) and make tiny lines along the outline of the head. Start on the outside first, and work your way in, darkening lines that follow each other all the way to the neck. Notice how the hair is rather flat looking? Time to jazz it up a bit!
Take your dodge tool (underneath the burn tool) and set the brush size to a 3 or a 5 depending on your doll size and the opacity to 20%, and highlight the top-ish parts (don't touch the roots) and along the sides a little. Go find some pictures of people's hair on google or something to see how light looks when it hits hair.
Next, take your burn tool again and set it to 3 or 5 pixels wide and turn the opacity back down to 20%-ish. Burn the roots of the hair (be careful not to make it too dark!) and the hair that is on the underside of the head, around the neck area, etc. Just make sure you don't burn where you've already dodged.
See? It looks pretty nice if I do say so myself. Notice how the highlights are on the bumpy parts of the hair, and the shadows are on the non-bumpy parts and around the neck. It makes the hair look wavy and three dimentional. :)
