The files should be 24-bit BMPs in the original size (usually either 512x512 or 1024x1024 px or something like it, depending on the hair).
Make sure you don't use other formats than the "allowed" ones. The most common you'll see are sides being 256/512/1024 px (double/halve for more). You can't use for instance 510x510 px or 980x569 px.
If the textures change colors and do other weird things (like it seems to in your pictures) make sure to use the right size (see above) and format (BMP 24-bit) and names (keep the original name) for the picture files saved in the Project folder. If you're using for instance Gimp (maybe a few other programs), you have to save the pictures in a spesific way to make them save properly. Photoshop (and probably a few others) let you save over the original file, so there the issue won't happen.