Selecting fly-away hair can be one of the hardest things to do in Photoshop. You can buy plugins for photoshop that will help you - Mask Pro (
www.extensis.com) and KnockOut (
www.corel.com) are supposed to be good. But I usually use the channels palette.
Open the image in Photoshop. Open the Channels palette. Click on each channel, one at a time, to find the channel with the biggest contrast between the strands of hair and the background behind them. (Ignore the rest of the image, you're only interested in the area around the individual strands of hair.) In the sample image the blue channel offers the best contrast.
Duplicate that channel by dragging it to the New Channel button at the bottom of the Channels palette. With the Blue copy channel active in the Channels palette, use Levels or Curves to maximize the contrast. Again, you are interested only in the stray strands of hair.
Using the Lasso tool and the Fill command also use the brush tool and the eraser tool, you can easily fill in the subject and delete the remaining areas of the background.

When the mask is complete, click on the RGB channel at the top of the Channels palette to make it active, then Control-click (Windows) on the mask channel (Blue copy, in this example) to load the channel as a selection. You can delete the background, fill it with color, or invert the selection and copy the subject, ready to paste into another image.
There are loads of different ways of doing the same thing. Another way is using the Quick Mask tool. This allows yout to modify your selection using all the tools in the tools pallete.
Hope this helps