I just went ahead and searched on eHow... And there are some tips for nylon hair...
Detangling Nylon Hair
Styling Nylon Hair
While you can't use a brush on it, I think you'll be able to use a comb. I just styled my Kate G. wig (party tonight), and used hairspray, scissors, and a couple different combs to fix that crap. I think the only things you shouldn't use on nylon are heat.
Incidentally, I think you'll be a very pretty Marilyn!