do yourself a favor for eyelashes don't use painteffects it will give you a very heavy mesh, and if you try to reduce it it will create some really ugly stuff.
I just went through this last week (making eyelashes) and here's one approach that worked for me. You may find this very 80's but I like the cleanness of it, it gives you control over what you're doing and you end up with a mesh that is as light or heavy as you want. Sure painting eyelashes in paintfx will take 6.2 seconds at most, but if speed is critical in your scene (when is it not) then you might want the clean topology and adjustable density of a more "technical approach".... anyway that's how I did it...
Make a polygon cone with 3 faces, and anywhere from 5 to 20 sections depending on how smooth you want this to all be. You can fine tune this later on so don't obsess on it yet. Make the cone very tall and slim, almost like a needle.

Create a Sine deformer, adjust it so your cone gets bent - like an eyelash.

Duplicate your cone as an instance. Duplicate it again, again, again. Each cone will be one lash. Since you're making instances you can go back and adjust your original cone, to make the model heavier or lighter.
Once you've got a neat little row of lashes, you'll find they're all identical and really boring.

You need some chaos. So you need to rotate/scale each lash by a different, random amount. Too much work, so I wrote a little script, see below.
There, once you do that you'll have a messy row of eyelashes.

You can position them to match up with the eyelid of your character.

Note that up to this point you can constantly go back to your original cone and tweak its number of divisions.(keep it in a corner somewhere, don't make it part of the eyelash, use only instances for that).
Hit Polygons-->Combine, delete history, and bind them to the eye joints of your character.
then you will have to weight them. Just a tip: do it sloppily by selecting vertices in big chunks, even if some vertices belong to one lash and others belong to the neighboring lash - do big floods with paint weights. Once you've got a rough skinning that bends like your eyelid, you can flood with hardcore smoothing - that will restore each lash's integrity because the objects were orignially separate lashes.
Some tips: look at REAL eyelash pictures. go to www.3d.sk and look at photographs of real eyelashes. and subscribe. it's really helpful.
I know, some of you will say, you don't even have to convert Paintfx to polygons and end up with that nasty ass topology... that's true... but sometimes I like having old-fashionned polygons and knowing what the f**k is going on in my scene.
(now for the script)
Note: since writing this I found that there's a script that does the same thing but better and with GUI, called Scatter.mel. Try it instead. Here's mine just in case..
[quote]
// RandomChaos script.
// 1) select all the objects you want to "mess up"
// 2) run this script by copying it into Maya's script editor and pressing Ctrl+Enter
// this is the only section of the script you need to worry about:
// it defines the maximum amount to modify an attribute by.
// if you set $rxmax to be 5, for instance, you objects will all be rotated in the x axis
// by a random amount between -5 and 5 degrees. And so on. So you can change the 9 values below
// freely and try it out.
// once you're comfortable with the script, hit Ctrl-A and middle-mouse drag the selection to your shelf
// for easier access...
// translation max
$txmax = 0;
$tymax = 0;
$tzmax = 0;
// rotation max
$rxmax = 0;
$rymax = 2;
$rzmax = 3;
// scale max
$sxmax = 0;
$symax = 2;
$szmax = 0;
// all this stuff below - modify at your own risk 
string $allnodes[];
string $node;
float $tx;
float $ty;
float $tz;
float $rx;
float $ry;
float $rz;
float $sx;
float $sy;
float $sz;
float $txmax;
float $tymax;
float $tzmax;
float $rxmax;
float $rymax;
float $rzmax;
float $sxmax;
float $symax;
float $szmax;
$allnodes = selectedNodes
;
for ($node in $allnodes)
{
$tx = getAttr ($node+".tx")
;
$ty = getAttr ($node+".ty")
;
$tz = getAttr ($node+".tz")
;
setAttr ($node+".tx") ($tx+`rand (-$txmax) $txmax`);
setAttr ($node+".ty") ($ty+`rand (-$tymax) $tymax`);
setAttr ($node+".tz") ($tz+`rand (-$tzmax) $tzmax`);
}
for ($node in $allnodes)
{
$rx = getAttr ($node+".rx")
;
$ry = getAttr ($node+".ry")
;
$rz = getAttr ($node+".rz")
;
setAttr ($node+".rx") ($rx+`rand (-$rxmax) $rxmax`);
setAttr ($node+".ry") ($ry+`rand (-$rymax) $rymax`);
setAttr ($node+".rz") ($rz+`rand (-$rzmax) $rzmax`);
}
for ($node in $allnodes)
{
$sx = getAttr ($node+".sx")
;
$sy = getAttr ($node+".sy")
;
$sz = getAttr ($node+".sz")
;
setAttr ($node+".sx") ($sx+`rand (-$sxmax) $sxmax`);
setAttr ($node+".sy") ($sy+`rand (-$symax) $symax`);
setAttr ($node+".sz") ($sz+`rand (-$szmax) $szmax`);
}[/quote]