What Raeng said. Once you collect these three wigs, the customization screen will say "Complete" next to the wig tab.
It's not only IGN, a lot of people call it Wig C, because... well, there's A and B, so why does the third wig get special treatment? They should have called them "Inf Ammo Wig" and "Inf Fuel Cell Wig". --- The internet in a nutshell: http://www.youtube.com/watch?v=XaHarYdJ2O8