Neirelle, I agree with Greenlight about your friend having an issue with perfectionism. My eyebrows raised when you said:
Depending on your friend's age, I gander to guess she's a combination of insecure, perfectionistic and immature.
Spending your time trying to prove to another person that you can have heatlhy, curly hair ... or feeling the need to prove that something else about is you is worthy of respect, is reactionary and painful IMO.
If you think she is a person worth your time, be honest. Tell her how much her comments hurt you and that you need for her to stop. If, after that, she continues to hurt your feelings anyway, it's time to re-consider whether or not she's a friend. In healthy friendships there is mutual respect and increasing trust over time.