Before beginning...  

I had various requests from people that asked me to make a tutorial about lights and shades of my dolls's hair; so I think to begin with this one.
If you'll have some doubts you'll can contact me but I ask you to do with moderation: it's very difficult to answer all your e-mail.
I realizated this tutorial with Adobe Photoshop 6.0 use, if you want to learn other kind of programms I'm very sorry but I can't help you.
There are various methods to create hair, I'll show you one now.

I anticipate you this tutorial start from a basic Knowledge of the programm. If this is the first time that you use Adobe Photoshop I advise you to know the principal functions. Photoshop has a very wide guide, whay don't look at it? (press F1 to see it when you open Photoshop).
I writed some personal advices for better help you. I'm very sorry for my english mistakes! I hope you'll can understand this tutorial.
A last thing: click on icons (below) for save or print this tutorial.
Have you funny!
Step 1  
Open the .gif format with the base that you'll use. Go to Image...Mode>RGB. Then you should make a new layer.
Take the pencil tool (like on the pic beside) and pick the colour for the outline hair and draw it as you prefeir. I remind you that the pencil dimension must be not over 1 pixel.
Choose different colours for the outline ond for next filling up.
I remind you can use the Shift key to be sure that the trace follow the right direction.
Step 2  
Take the Bucket tool from the palette and decie what the hair colour will be (It's better to choose a more dark color for the outline).
Point and click with the Bucket tool in all the zones to be filled (like on the pic beside). Half work it's already done!
Advice: be sure that all your hair outline be closed, otherwise the Bucket tool will colour all the "page".
Step 3  
Ok, now take the Magic Wand tool from the palette and select all the areas you previously filled clicking above it (like on the pic beside).
After selecting all the internal area you can hide the selection pressing Ctrl + H keys. So any trouble will not create you. You must remember event if you don't see the selection it's still selected! If you want to see it press the same keys. If you want remove it press the Ctrl + D keys.
Advice N°1: The selection tool work like the Bucket tool (you can have a different pixels tollerance). Be sure that the hair outline be closed!
Advice N°2: if you want to select all and only one colour (as in the example) you must take away the blunts from all the tool options.
Step 4  
After selected and hidden the selection take the Burn Tool (as the example beside). Now you must establish the right tool dimension and start to create the shadow effect following the pixel hair's outline. If you are more expert you can positionate the shades where you think better. Now press the Ctrl + D keys for remove definitively the selection that we you have create in the "Step 3". Now try the same Burn tool and revise the hair outline (use a little size of the tool). So all the hair colours will be homogeneous.
I advise you to select a tollerance included between 40 and 70 for don't exceed with the colours contrast (if you are still wondering where, will usually find it below the Photoshop menu).
Step 5  
Proceed with a new tool: Dodge tool.
Select it from the palette (as the example beside) and create some lights where you think better. Logically you must choose the right tool dimension for the areas to be treated.
Now you have finish your doll hair!!!

The Dodge tool (like the Burn tool too) includes different lights game possibility, try to look at the tools options and have funny!
Step 6  
These could be some final results! To change the hair colour of your doll after creating them, a fast mehod could be this:
go on the Photoshop menu and click on Imagine...Mode>Tonality/Saturation.
A window will open, move the arrows and tried to change colour, if you see that the colours aren't right and you want only one tonality you must blunk the square "colour" and try again to move the arrows. Obtained the final result confirm press the "Ok" key.
There are a lot of method to change the colours, another one is by using curves, the colour balancement...if you want to know more about it read the Photoshop guide or...wait for next tutorial!