For various options you will need to select either the hair system, hair follicles, curves, or CVs.
To make it easier to pick a hair system, curves, or follicles, set the following pick mask:
 button on the Status Line and select All Objects Off.
button on the Status Line and select All Objects Off.
             button on the Status Line to restrict the selection to curves.
button on the Status Line to restrict the selection to curves.
             button on the Status Line.
button on the Status Line. 
            And then you can select Hair > Convert Selection to convert your curve selection to the hair system, follicles, specific curves (Start, Rest), or CVs. See Hair > Convert Selection.
 + click to select additional curves.
 + click to select additional curves.
               You may find it easier to select curves by turning off the Strokes display. (Show > Strokes)