Dry hair is caused by heat and the elements, so the first step is prevention:

Try to avoid using overly hot dryers and heat-styling implements, and wear a hat or scarf if you're going to be exposed to sun or wind for a long time (at the beach or skiing, for instance).

Don't wash your hair every day -- unless you have an oily scalp, only shampoo often enough to remove dirt and buildup, about two or three times a week.

When you wash your hair, use shampoos and conditioners that contain humectants.Leave the conditioner on your hair as long as possible. About once a week, do a deep- conditioning treatment.

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