Yep - same here. When I was on the liquid I got MAJOR itching on my scalp which periodically drove me insane!! Trust me though, the worst thing you can do is start scratching as this causes redness and horrid flakey dandruff type stuff. From what I have read, it's pretty normal and common for this to happen to people.
However, the more you use it the more your scalp *should* become accustomed to it and the itching will subside.
I think it is the alcohol contained in the liquid that is the main cause of skin irritation.... something which I don't think is a problem with the foam version.
Should you decide to switch the foam, bear in mind that a hell of a lot of people (including myself) feel it is nowhere near as effective as the liquid and have ended up losing more hair after making the switch. However, there are also a lot of people that vouch for its success.