Abrasives, or the friction method, have long been used to remove unwanted hair. Ancient Egyptians, Greeks and Romans are believed to have used dull stones like pumice and the sharper volcano glass to remove hair. This inexpensive and relatively painless process involves using a rough surface to "sand" away fine body hair at the skin's surface. Pumice is still used as a popular abrasive today to not only rid the body of hair, but dead skin cells and calluses as well. There are also gloves and mitts with a built-in abrasive surface. Rubbing the glove on the problem area in a circular motion will remove fine hair and exfoliate and smooth your skin in the process.