A wool hat is a comfortable and effective protective barrier between your pretty little head and the nasty, freezing cold. But that thick wool hat isn't going to be of much use to you or your hair if it becomes soaked in the rain or snow. You can try to waterproof your wool hat using a protective solution you can probably find at your local pharmacy or home store.
Allow your wool hat to dry. If you're in a hurry, place it at a safe distance from a heater to speed the process.
Lay your wool hat on a piece of parchment paper or a paper towel, preferably outdoors.
Hold a can of Teflon or a similar waterproofing spray for wool about eight inches from the hat and spray it down evenly. Cover your mouth with your hands or a surgical mask to avoid taking in the fumes. A waterproofing spray for fabrics is a special product that adds protective covering over a surface; in this case it's the wool fibers in your hat. It's the same spray that carpet stores and furniture store sellers use to protect carpets and couches from spillage.
Wait for your hat to dry (it usually takes just a few minutes) and apply another coat for good measure. Flip it over when that side dries, and repeat.
Wait about a day before putting on your wool hat again, to allow the waterproofing spray to set and the fumes to go away. So the next time you're caught outside in a rainstorm, there's a better chance that when you pull off your wool hat, your hair won't look like a wet mess.