Thanks for writing in.
The condition you are suffering from can be cholinergic urticaria
It is characterised by itching which is aggravated by sweating.
My advise to you would be -
Take antihistaminics like levocetirizine
1 tab two times daily for 15 days.
Avoid hot water for bathing.
Taking antihistaminic 30 minutes before exercising will prevent the itching.
Visit a qualified dermatologist
who can diagnose and treat your condition after proper examination.
After correct treatment the problem can be resolved permanently.
A few blood tests and physical tests would be needed for confirming the diagnosis.
Hope this helps.