You can get a HUGE tub of it from Sallys

Wash your hair like you normally do.
Take about 1/4 cup of the hair cholesterol and put it in the microwave for a few seconds (Just to warm it up really good)
Massage the cholesterol into your scalp for about 5 minutes (Make sure you press firmly, and DONT use your nails)
Then put a plastic shower cap (You can get those too at sallys for dirt cheap) on and sit around for about 30 mins or as long as you want. Heck you can even sleep with it in your hair!!
Rinse and shampoo like you normally would

I used to do this to a bunch of my hair clients who had scalp problems.
You know what else works well?? Shampoo and towel dry your hair. Squeeze about 4 vitamin E capsules into your hands and massage THAT into your scalp! Its amazing!