The itching may be related to worms / worm treatment but is actually more likely due to an anal gland problem. When these glands are full they do irritate the animal a lot, although not usually to the extend of making it bleed.
In the short term, I would bathe the area with some dilute salty water, and apply something like an aloe vera cream to the area to try and settle the redness. However if the anal glands are indeed full they are likely to annoy her until they are emptied. This can be done by your vet or vet nurse, and some dog groomers. I would be inclined to take her into the vet practice for it at this stage as the area is sore. If she becomes prone to the problem, then it can either be regularly done by a groomer or you can be taught to do it as well.
Quite a lot of vets will be open on a Saturday so it might be worth trying to get in today if she is that distressed and won't tolerate a cone on her head. Otherwise you can try a pair of boxer shorts or similar to prevent her licking at it.
Please let me know if you require any more information