What I've gathered they're main impropriety has been is to say they're giving kids with cancer wigs, when really it's mainly kids and women with allopecia who they're set up for. That and they don't necessarily give the wigs away; it's a sliding scale thing.
Here's an article: http://www.nytimes.com/2007/09/06/fashion/06locks.html
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Here's an article: http://www.nytimes.com/2007/09/06/fashion/06locks.html