The King Of Shaves oil works well as X said. I would suggest the following;Warm shower and shave your head toward the enda light wash with soap instead of shampoo at the beginning of your showerRub in a few drops of King Of Shaves oil (or Kiehls oil works even better I hear). Use Headslick or Edge gel allow it to sit on your head for a minuteshave your head with the highest quality razor you have (the headblade does work well with the triple blades)DONT WASH AWAY THE SHAVING CREAM / GELgive it a once over and call it good, you can touch it up again after your head recovers a bit. Once your head starts to get used to it, you will be able to go against the grain daily without breakouts but for now build up your scalp. As the others have said, use aloe or a water based cream afterward, keeping the moisture in your scalp will help alot.
I've found the "ice rub" to be a welcomed addition to my head shave routine. Not only does it help to calm the burn and/or bumps, but it is also a good way to wake yourself up a bit too.