It's not shocking to see a man who's going bald. But a woman? A woman's hair is supposed to be her crowning glory. Wikpedia tells us:

Androgenetic alopecia (also known as androgenic alopecia or alopecia androgenetica) is a common form of hair loss in both men and women.

The pattern of hair loss in women differs from male-pattern baldness. In women, the hair becomes thinner all over the head, and the hairline does not recede. Androgenetic alopecia in women rarely leads to total baldness.

Women may not become totally bald. Still, hair loss can lead to embarrassment and distrtess. One method of treatment is low-level laser surgery. Regrow Hair.com says:

............the FDA approval for devices like the Laser Max Hair Comb is not based on any measure of their effectiveness as a hair loss treatment. Rather such laser hair therapy devices have merely been FDA approved recently for being non harmful.

A second possible method of treating hair loss is Rogaine. The Hair Loss Learning Center reports:

Rogaine is one of the only proven hair loss medication options approved by the FDA for treating hair loss. Minoxidil, (Rogaine's active ingredient), was originally created as a drug for treating hypertension (high blood pressure). It was then discovered that one of its side affects was growing hair.

Ivahoe's Medical Breakthorughs has this to say about a third option, propecia:

Propecia is a treatment typically prescribed for men with hair loss, but Dr. Bauman says some European studies show the pill can also help women. He routinely prescribes Propecia to women but warns those of childbearing age should not take the medication. Studies have shown the drug may cause harm to male fetuses. Propecia costs about $60 a month.

One more option - hair transplantation. BattleAgainstBald says:

To my surprise, I have recently heard about more cases of women undergoing transplantation procedures, which now makes a lot of sense, considering how common female hair loss is.