A couple of ideas.

When you are away from the crowd (and the peer pressure) tell Anne and Molly how you really don't like it when they do that. If they are really your friends, they need to back off.

or...

no one laughs at you if you laugh at yourself first. say - "yea - I can't believe I get so wierd about my hair - its so silly of me isn't it" - you could even say something nice about some one else's hair - and this gets the conversation away from you.