Hi Lengas,
I can't really tell from your description as I've not heard of plant pests making people itchy other then some caterpillars.* That's not to say there aren't any, I just don't know of any that would attack million bells.* Since you recently purchased the plant, I would return it to the place of purchase for a replacement.* I would inspect the new plant closely, the underside of the leaves for eggs or bugs, as well as the soil.
Here's a site you can click around to see if any of these descriptions fit what you saw.
http://www.mobot.org/gardeninghelp/p...id%20Cultivars
Newt
When weeding, the best way to make sure you are removing a weed and not a valuable plant is to pull on it. If it comes out of the ground easily, it is a valuable plant.