Just wanted to jump in and say that I went through the same thing about a month ago when we adopted our piggie.
I think I even posted about it too, I was getting migraines and hives covering my body. I emailed Oxbow and someone got back to me saying, "Thank you for contacting us with your inquiry and comments...Hay is a natural product and can vary from crop to crop, field to field and even within a field. We have had some crops over the past harvests that were impacted by an extremely dry time. You will find that all of the hay that ships from our docks meets our guaranteed analysis and has the proper stem to leaf ratio that your little one needs, but within the guaranteed analysis there are ranges of moisture etc. so they can differ each time we receive them. All living things produce a type of dust and each hay species will have its own specific type of dust. Those companions and humans that have more of a tendency to be bothered by timothy dust will find they are not bothered by other variety of hay dusts, specifically our Orchard Grass. Our Western Timothy and Orchard Grass are both grass hay varieties, neither one are legumes like alfalfa. Both of those hays have equal guaranteed analysis and do the exact same thing for your guinea pigs physiology."
I know this is what you have been told by everyone else, but I just thought I would share the response from Oxbow as well, it appears they had a dry season for their hays. Anyway, we switched Dudley over to Orchard Grass and not only does he like it better than timothy hay, I no longer itch like crazy and get a headache. I still get a little stuffy, but I am allergic to pretty much anything that grows outside =)
