You'll need a prescription from your doctor to get a steroid shampoo. These shampoos are usually used for only a few weeks to help with swelling and redness. After that, your doctor may suggest you switch to a coal tar shampoo.
Don't wet your hair before using this shampoo -- you put it on your scalp when your hair is dry and leave it for 15 minutes. Then wet your hair, lather in the shampoo, and rinse it out.
Be sure to keep it off your face and away from your ears -- your skin is thinner in those areas. It's also important to wash your hands well afterward.