Eyes are good, but hair need fixing.
Where the noise?

The eyes have probably been made with the lasso tool. Try to use the pen tool instead. You did good shadowing between the hair and the face but the hair is a little to basic.

Thank you guys, I'll try to fix the hair and learn how to use the pen tool. :3

Add shades mate, Change the hair a bit.

What painting program did you use?

Pretty good for a first head, the only thing I don't like is how thin the hair is (I like drawing thicker hair so that's just my opinion, others may like that it is thin)

Karstnator:
I used photoshop to color.

Osiris:
Thanks, I'll make a thicker hair and see if I like it too.

Is Photoshop free and is there any other programs that work well too

photoshop isnt free and hmm maybe gimp ?

I use gimp and can you check out my first head, I posted a thread about it under Art section