She's probably very angry and holding her hair. So angry that if she lets go her head will full off.

I think this came from the TV show Friends. In that episode, Phoebe was in such a (funny) state of confusion and disorientation, she felt as if her head might not be attached to her body, so if she let go of her hair, her head might fall off.

Where did you hear this and in what situation?

Yes she is. I like her character. ;) So its not a common expression. Thank you susan.

I think in the show Friends, Pheobe is kind of goofy and she makes up her own expressions. It's not a common expression. In fact, I've never heard it before.