Technically, what you are suffering from is probably folliculitis: an inflammation of the hair follicles on your scalp that presents itself with lesions that are much like (if not exactly like) acne lesions. There are ways to alleviate this...I would visit a dermatologist who can prescribe you either an oral antibiotic, an antibiotic shampoo, or both. Some might also give you a relatively mild topical steroiod. I do not know of non-prescription methoRAB of healing this, but if you can find a shampoo with salacylic acid, that will probably help quite a bit (do not use benzoyl peroxide on your scalp, as it can bleach your hair!).
Good luck!