What is when keep getting sores on your upper and lower eye lids that itch alot?

Allergies. This represents an allergy, possible to a chemical such as hair dye, hair products. Topical steroid cream will help but the source should be identified. If steroids do not work for long, Protopic ointment can work.
Styes? You might be describing a stye or other eyelid infection -- i recommend good eyelash and eyelid hygiene (warm compresses, johnson's baby shampoo) and a visit to your doctor for a full exam.