Extracting fine hair detail from a background is one of the most tricky jobs in Photoshop. A professional way to do it takes you to the channel palette, where you prepare a mask that can be loaded as a selection.
01 Prepare the Channel
After opening the photo, switch from the layer palette to the channel palette.
From the Red, Green, and Blue channel, choose the one that displays the greatest contrast to the background. Copy it by mouse-dragging it to the New Channel button. The copy is highlighted in blue and active.