How do hairs manage to thread themselves through my sponge?

If you look at healthy hair under a microscope you see the surface is not smooth but has cuticle scale's

http://www.colorbyjim.com/img/hair-healthy.jpg

The structure is is such the pushing it in one direction it will move easily. But in the opposite direction the projections of cuticle scale the hair surface act like a ratchet causing it to stick. Combined with a sponge (again if you look at it under a microscope)

http://cache.boston.com/universal/site_graphics/bl...

The end of the hair will work it way through the sponge when it is used. The squeezing and general movement under normal use causes the sponge to flex. As it flexes the hair will move and the travel through the holes in the sponge form one end, while the cuticle scale's on the hair stop it from slipping in one direction. Each flex in the sponge causes the hair to move and the cuticle scale's stop it from sliding freely in the sponge. It will move freely in one direction while the cuticle scale's act as tiny ratchet's stop it from sliding back. The more the sponge is flexed the more the root end of the hair will poke into new holes and progress further and further into the sponge.