Well due friction between dry hair and comb charges get redistributed
the comb acquires some negative charge so it attracts bits of paper
When the hair is wet there is less friction so it doesn't occur
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If one runs his comb through his dry hair then due to friction between his hairs and comb, both gets charged. charge of both the things is equal and opposite so that it is in accordance with the law of conservation of charges i.e. the total charge on an isolated system is conserved. when this charged comb is brought near small pieces of paper then it induces an equal and opposite charge on the bits of paper and hence attract them. 
hope this helps u scilla!!!!!!!!
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