Like the subject says, it's a problem.  When I'm wearing either of mine for any extended period (more than an hour) I get physically nauseous.  It's probably something chemical in them.  I have an intolerance to soy and soy beans, but no other allergies.  It's an annoyance because I recently bought them at a higher end shop in the Philippines, buying the most expensive I could find in a country with low prices.  No, I couldn't find a store that traded in human hair wigs.

Fortunately for me there are stores in Taiwan that sell human hair wigs (for both medical and style), so I'll be checking into those soon.  I just hope they're not as expensive as the wigs I see online.  Sometimes prices are much cheaper in Taiwan - I recently bought several pairs of prescription coloured contacts at an optometrists for dirt cheap (US$12/pair), which is a lot less than many online sites advertise.