The game does not support the "
hair" type for modeling which would be idea for this request.
The best you can get is creative use of flat model planes, transparency and alpha channels in textures. Although that solution has it's own fair share of problems because the game engine (most of them) do not handle overlapping transparencies very well.
Creating a roman helmet with a transparent hair mane is nearly impossible to do without invisibility issues cropping up due to multiple alpha layers overlapping, hence the reason why manes were implemented as solid objects without transparency.
LHammonds