Most Muslims do. The Hijaab is generally regarded as the simple head covering (not including face) while the Burqah is an outfit that covers the body in its entirety. It could be said that the Burqah is a style of Hijaab, as there are many styles.

Women are required to cover their hair in Islam, and both Men and Women are required to dress Modestly.

The following link shows some hijaab styles:
http://www.thehijabshop.com/


Interesting article btw:
http://www.theage.com.au/articles/20...?oneclick=true

More here:
http://www.thehijabshop.com/information/article1.php