I've got some errors on these skins... And I found out what they are. The alphas are not working on these "transparent" hairs. These, and many other skins I have.
I've tried to deactivate all alphas and see what happened, and here's the result... So I believe that the errors are from the alpha, but I don't know how to fix them.
In case you guys need it to help me even better, my specifications here...
Windows 7 Ultimate x64
Intel Core i3 540 3,06 GHz
ATI Radeon 5450 HD 1 GB 32 bits
4 GB of RAM