OK, so how does this work?

First, build a BUMP MAP. Take the greyscale image you get from using Bagginsbill's method in PhotoShop and use it to make a bump map for your hair. This is half of the secret to getting the proper specular highlights. After all if you want a reflected highlight to look as if it is being reflected from lots of strands rather than a smooth surface, adding strands to the surface works a lot better than the pretend method using the anisotropic shader. I also requires less calculation. Make sure your bump map has eveyr shade from pure black to pure white, and regulate its effect by changing the bump height in Poser. This gives better results than making a greyscale map with a limited range to regulate bump height.

Here is a clip from the bump map I used to produce the redhead in my image above:

Next, make a diffuse colour map, but make it slightly darker than you want the hair to look and experiment carefully with the saturation; you will often get best results if you use a colour that is less saturated than the final desired colour of the hair. Once again here is a clip from the map I used to maker the redhead above:

Now this provides your diffuse map, so load it as normal. Then make another colour map, using a colour slightly brighter and more saturated than you want the hair to look. Use this as your specular colour map. Here is a clip from the one I used above:

Nearly there! Now plug the original transparency map in as usual and use the following material setup as the basis for your own:

Yes, that's all there is! I hid the dialogue box details and revealed the maps so you can more clearly see what to load where. Values that you may need to experiment with to get the best results are the bump height and the specular highlight size. I used a fairly wide highlight size for the above renders. Take note of the diffuse value which is set to 0.8 not to 1.0, and the specular value which is the same. These values avoid blown-out specular highlights, not just on hair but on many other shaders. For light colours the specular value should often be set lower, below 0.5 in some cases.

Another thing to note is that it is important that the maps used have adequate contrast in them, so that the hair highlights are, on the close-up scale, stranded rather than continuous.

I hope this is useful to someone.