Some basic Milkshape editing techniques:

Tutorial: Making Bigger Boobs

To adjust your UV Map to complete your mesh:

Adjusting the UV Map Tutorial
Unimesh Tutorial Part 2 (adjusting uvmap)

If you're creating new parts to add to your mesh, you might find this thread about how to put textures on the 'inside' of objects useful (this would also apply to hair, it's constructed in similar layers)

Milkshape, the Insides

To UV Map the new parts you've created - which you should do *before* you join them to your mesh - there are these articles/tips

UV Mapping Shoes (and other additions)

Texture Mapping Mini Tutorial

Texture Mapping Tutorials from around the web