Hi,
I am looking for a hair dye product that has no side effects. I have
started using the 'Just For Men' hair dye product lately and having a
serious side effects. My whole body and head starts to itch so badly.
Is there any other products that i can use without having such side
effects? Thanks!

Yup, go with grey. It suits men as they age.

A pure vegetable dye is unlikely to have side-effects. But you should
patch test, just in case.
If you have red hair then henna would cover the grey. But each grey
hair is likely to go quite orange;  the process takes hours  and is
messy.
Another way is gradually to tint the hair by combing the dry hair each
evening with a stong infusion of sage, or a mixture of sage and black
tea. Protect you clothing by putting an old towel round your
shoulders.
Here's a link to a website which describes the process:
http://www.pioneerthinking.com/graydye.html

Try Henna. Henna is an all natural hair color formula that does not
contain any chemicals. It really works you should try it.

I used Color Pulse,that is a temporary dye. I used the color Copper
Blast and the Color won't go away! What do I do?