Hmm I'm assuming you mean after making the base colour layer for hair, when adding the shading on top of that, the colour is affecting places that aren't the hair, correct?
The shading layer should be "clipped" on top of your hair colour base layer or any other base layer like skin, clothing, etc. (step 7) So by the end you should have one layer clipped above every one of your base layers (ie. hair + layer clipped to it, shirt + another layer clipped to it, pants, etc) This is the "clipping group" checkbox above where your layers are (there's 3 check boxes there)
Hope that helps!