it looks like you need to have a play around with the Z-index layers.
Once you have an item applied click on it in it's HA slot. It'll open a separate window showing the clothing, at the bottom of this window there is a box next to "Z-index=" you'll need to change the numbers in this box.
Bigger numbers will move the clothing la yer forward and lower numbers back wards.
So, if you click on the hat and change the number of it's z-index la yer to a number that's higher than the wig and click apply/ okay it should move in front of the wig :D