There are some issues with custom hairs that need to be sorted out first.
I've fiddled with it to the best of my abilities and couldn't get it to work. It's like the EGM files (responsible for making hairs distort according to FaceGen) aren't loading or something...
Maybe Throttlekitty or Scanti can figure it out...
I put together something for my own personal use, but might as well share it. It's not a complete pack. Just a few of my favorites from CoolHair.
First thing I did, after starting a new game and was greeted by the normal bethesda mutant faces.

One hair has a small artifact on the side, otherwise they are all working perfectly. Feel free to use this to carry you over until someone releases a real package.
http://planetfallout.gamespy.com/mods/483/Extra-Hair-for-Fallout-Vegas-JAWS