Why do insects have hairs on their bodies

[Bruce Williams]

I was just looking at the two images posted with my last thread (see: Hairy bug for identification) and got to wondering why they were so hairy/bristly. Here's the two pics:



My best guess is that each hair must be connected to nerves that can transmit information about the outside world through the hard exoskeleton (for example: wind direction or measuring gaps and spaces). If this is the case then what sort of info are we talking about?

I'm sure hairs and bristles are likely to perform other functions (protection? ornamentation?) and certainly some insects have several different types of hair/bristle suggesting that this is likely to be the case.

Any information, thoughts, links or images that might help suggest or illustrate hair or bristle function welcome.

Bruce