Henna has been by women to dye hair for ages, and although I have never
done it myself, I've read about it in my research about body art henna.
If you go to
http://www.mehandi.com/hair/hennahair.html you can read
about it. (I just googled "henna on hair") As far as I know, it's
completely safe. In fact, after reading the page, I just might want to
try it on myself!