What do you wash your hair with? Maybe it's something that's in the shampoo. Or you could try a shampoo specially formulated for dry itchy scalp. I had the same problem but I also had flakes (not dandruff, just dry flaky scalp) and I started using sulfer 8 and that helped a lot a lot.
KeraCare has a line of products specifically for dry, itchy scalps. I've used their dry, itchy scalp glossifier with added tea tree and peppermint oil, and it worked great for my scalp.
Keracare Dry and Itchy is great. Its light, smells ok...and it cools and tingles your scalp. I dont have the itchies in several years but i wish i did so that I could use this product!
Anything with tea tree oil in it or menthol is great because they soothe and relieve the scalp and give it a tingling feel.