You don't mention how long you have been shaving. Some irritation is normal at first until the scalp becomes accustomed to being shaved on a regular basis.
By all means, ditch the canned shaving cream. It just doesn't give enough moisture for a good shave. Personally, I like HeadSlick, but other guys will give you good advice on other soaps and creams.
Also, as suggested by greatnessinc, use a fresh blade and don't try to get too much mileage out of your blades. Hacking at your scalp with a dull blade will cause a lot of irritation.
One last suggestion, if you are new to shaving, you could try a good wet/dry electric shaver. The good ones give a close shave with little or no irritation.