You have to use glue for a permenant look. I use Aleen's tacky glue watered down and I put that in the hair and shape it. Give it 3-10 hours based on location and humidity to cure and you have yourself a mohawk.
you can also just root the hair extra thick, that makes it stiffer at the base and makes it stick up better. I have an album on the arena, my sonic the hedgehog custom has a mohawk.
What kind of hair are you using? I do my pony mohawks with me stiffer silky kankeleon (sp?) hair that I get from ragdolly.net (or probably any other place that sells goth hair or weaves, falls, etc.). I haven't tried it with restoredoll hair but I think that might not stand up right since it's a lot smoother texture wise.