Part I
Okay this tutorial may be a little long. I'm going to do it in three parts in this thread, as I get each part done. The first two parts are for creating two masks that you can reuse over and over. And it is these that will give you your feathery edge on the bridal veil.
Note: My screenshots will show multiple actions and dialog windows open at the same time. I layered screenshots over each other to reduce the total number screenshots for the tutorial.
Part One - A simple gradient mask.
For me it wasn't as easy as doing a single gradient fill, as I couldn't get the fill to my liking. If you want to do a simple black to white gradient fill, if you want whatever effect that will give you, then by all means substitute that for this part.
Step one: Create a new 512 x 512 raster image and fill it with black, then create a vector layer above it.
Step Two: After adding the line, right click your vector layer and convert it to a raster layer. Then you will first do a motion blur, and then a gaussian blur.
Step Three: These settings for motion blur and gaussian blur will give good results in your final hair texture.
Step Four: Right click the top layer and select Merge/Merge Down. Then go to Adjust/Negative Image
Step Five: Save your file for later use, but keep it open. Pick a name that you will be able to recognize (important later on).
Part II
This part and part three borrow from F0rbz's excellent hair tutorial, with a few minor adjustments.
Step One: Create a new 512 x 32 image and fill it with black. Then add some noise. I used Gaussian, 50%, and checked Monochrome.
Step Two: Do a motion blur as you would in F0rbz's tutorial.
Step Three: Then resize your image to 512 x 512, using the bilinear filter (no reason specifically, but I find it usually retains good detail when resizing textures).
Step Four: Create that vector layer and add the huge white line just like in part one. Convert to raster layer, do motion blur, and then gaussian blur. Then either right click on that layer and select Properties. Or double click the layer to bring up the properties window. Change the blend mode to Dodge
Step Five: As you can see, there are a few ugly black lines extending to the bottom of the image. No problem. Just merge the layers like in part one. Then take a soft brush (I used a size of 25 and a hardness of 50) and paint white over the lines touching the bottom. Creating a nice feathered edge along the bottom of the image.
Step Six: Go to Adjust/Negative Image and then save it for later use. Pick a name you will be able to recognize and remember. I named mine FeatherMask.pspimage
Part III
Step One: Make a new 512 x 32 image and fill it with a color you want to use to make your hair texture. Then add noise, do the motion blur, and resize the image to 512 x 512. Then click on the new raster layer button.
Step Two: Fill the new layer with the solid color you chose for your hair color. Then right click the layer, select Arrange/Move Down. We will work with this layer later. For now click on your first hair layer and we will get to work on it.
Step Three: Go to Layers/New Mask Layer/From Image
In the drop down menu select your FeatherMask image. This is why I had you keep your two mask images open. They don't show up in the list if they're not. In the "Create Mask From" box, check "Source Luminance" and click ok. I included the results of that step in this screenshot. Doesn't look like much yet, since you have that solid color underneath.
Step Four: Now Click on your lower, solid color layer. Go to Layers/New Mask Layer/From Image
And select your GradientMask image now. Use "Source Luminance" again in the "Create Mask From" box. And voila! Hair with a pretty feathered edge.
And here's how it looks on the avatar
Addendum:
In order to make that line at the bottom of the veil disappear when making hair with a transparent edge on the bottom. It has been revealed in other threads here that you have to delete a few rows of pixels from the top of the image, making them blank. Between 6 and 12 lines of pixels will work nicely. The easiest way I've found to do this is to use the crop tool and crop the image to either 512 x 506 (for 6 lines of pixels) or up to 512 x 500 (for up to 12 lines). Then use the Canvas Size tool to resize the canvas back to 512 x 512. The Canvas Size tool resizes the working canvas area without resizing the image. And using the arrows buttons you can increase the canvas size in one of several directions. To increase the canvas up, above the hair texture, select the down arrow. Seems counterintuitive, but the arrow are actually for where you place the original image in relation to the canvas.