@ZipLine-- Itching and swelling are definitely symptoms of an allergy, but it doesn't necessarily mean that you are allergic to all kinds of cheese or that you are allergic to lactose. You should avoid cheese until you get an allergy test, but you might just be allergic to something in that particular cheese.
I have a lactose allergy and I can actually eat many cheeses without problems because lactose in cheese is much less than in milk.
But it's not a good idea to take chances with allergies. You might have had a mild reaction now, but you don't know if you will have a severe reaction or not next time. So avoid cheese until you're sure what you're allergic to.