It sounds like he's got hives, especially if he's rolling (itching) alot...hives don't generally 'hurt' persay, but they can itch like crazy!
My mom's Arab got them every spring, for several years, and we never treated them, just kept an eye on them, and they were usually gone in 2-3 days. He hasn't gotten them in years, now, so I'm guessing his body finally got accustomed to whatever he was allergic to.
Anahist is an OTC allergy 'med' for horses; you may want to see if you can get a hold of some of this, and see if it doesn't help him; obviously if he still has them in a few days, you may need to get him checked out by a vet, as he may need something stronger to get rid of them.
"The ideal horseman has the courage of a lion, the patience of a saint, and the hands of a woman..."