not a lame question at all. You'd be surprised if you knew some of the questions I asked prior to getting my BAHA
Until about six months ago I wore my hair very short and the BAHA showing wasn't a problem at all.
Here is a link to some pictures of my BAHA site and processor http://anausa.org/forum/index.php?topic=6634.0
As Mike said, the processors come in colors so they can blend in with your hair. Styling your hair isn't an issue - you can blow dry it, curl it, etc. The abutment ("screw") is very close to your skull, so even combing your hair isn't strange at all. Sometimes I hear a little click when my comb hits the titanium, but that's about it.
The processor (tiny hearing aid) detaches from the abutment (which obviously stays implanted into your skull) - and yes, you typically would remove it when you sleep. At a cost of approximately $4,000 you really don't want to damage your processor.
If you have any other questions - even if you think they may be lame - please don't hesitate to ask