Hair algae can be a pain in the back side.
I FINALLY got rid of all mine, but it did take some work.
The first thing- stop using tap water. I will echo everyone else here-- use RO/DI. A lot of people don't realize that if you live in a city, the water company treats the water by ADDING phosphates! Phosphates, when ingested with your tap water, help prevent dangerous metals like lead from being absorbed by your body.
Using RO/DI will stop the import of phosphates into your tank.
Second- scrubbing it off rocks was a good thing in my situation. I went as far as during a water change, I put all my rocks in a seperate tub, scrubbed off as much hair algae as I could with a toothbrush in a tub of salt water, then put them back in the tank and finished my water change.
The hair alge DID grow back, and so i let it grow to about 2-3 inches long, then it was easier to pluck in out by hand right off the rocks. this allowed me to get the roots as well-- hair algae does tend to anchor well.
After about 2 months of this, i now have only a couple very small patches that spring up from time to time, and these usually get eaten by my rabbitfish and my molly blenny.
Good luck and HANG IN THERE!
If you can't afford an RO/DI unit (we don't have one yet), see if your LFS sells RO/DI water by the gallon.
Joe