How do you alphalize this hair?

I dont know what kind of set up


Did you look under Texture tab to see if there is Alpha map layer?

yeah but, it doesnt get invincible

You need to turn on z-Trans and set the material to 0 alpha in the material tab.
then the texture handles the transparency.
be sure to have premul alpha on in your texture tab directly under the load image dialog too, else you might get white borders in the render.

hth