Hair! With Color! Depth and Highlights!
You may not remove any portion of this tutorial.
We will be using these tools:

Open your image, (since this is a hair tutorial, I have not included the rest of the body. Base by Silly Janine)

Create a new Raster Layer, you can name it, I don't, I probably should, but I don't.

Use your dropper tool to select a darkish color, draw the outline of your hair with your paintbrush.
Select a shade a few shades darker, to draw the background hair.

Now, we are going to fill in the background hair. Choose a color just slightly lighter than the outline.
With your paintbucket, fill in the background hair. Next select a color just slightly lighter than the foreground hair.
And fill all the foreground hair.

Select the retouch tool, and have your settings something similar to mine.
Make sure you are using "Darken RGB".

Go over the hair, with a few strokes, this is going to creat your lowlights and depth.

Go back to the retouch tool, and adjust your settings to look like mine.
Make sure you are using "Lighten RGB".

Now with a few light strokes, go over the hair to create some highlights.

Still using the retouch tool, change your settings again, this time change the function to "Burn"

Now we are adding some shadow. This is going to darken the colors.
I darken the part, and the background hair. And add a few strokes here and there.

The retouch tool gets a lot of use! Again, change your settings, and now we are going to dodge!

Add some highlights, where you think the light or sun is hitting the doll. Looks kinda messy, but I promise it gets better.

Now we will use the Magic Wand. Set your tollerance very high! You need to select all the hair.

Select the hair, make sure the dotted lines are around the hair only.

Go to selections > modify > contract

Contract by one pixel

Now go to Effects > blur > Glaussain Blur

Adjust the radius to your liking, it will vary depending on how heavy your shading is.

Deslect the hair, and merge all layers, and you are finsihed, add some clothes and make-up and your done!
