I have 4 or 5 lumps on my scalp. They itch and are painful. They are pinkish in color. My doctor actually said "You win 1st place in stump the Doctor"?

Folliculitis. Infection of the Hair follicles and Oil Glands by bacteria &/or Fungi is the usual cause of Painful Itchy bumps on the Scalp. Frequent shampooing would be helpful. Specific treatment depends on the underlying cause. Dermatologist would select the right diagnostic test after clinical evaluation. A picture would have been helpful in giving you more specific information.