I can't tell you how many points
I've earned from my girlfriend
for this. A pretty reliable way to elicit a nice purr
Usually works best if she's sitting in front of me, probably facing away (although toward is a very nice variation). Start with your fingertips, using a fair amount of pressure, and rather small circles. It is possible to use too much pressure, but it's not terribly easy.
Start using the length of your fingers. Work your way all over her head. The best places are usually low near the neck, by the temples (but, if you go for the temples, ease off a bit), and around the top.
By now she should be slumping over. This is a good thing. Trust me. Start using your whole hands, spreading the pressure out in a greater area. Slow, big circles. You shouldn't be trying to hurry any of this. Give yourself time, and take your time. It's worth it, for both of you.
Afterwards, if you did it at all right, she'll be feeling very, very relaxed. She may want to go to bed. To _sleep_, dummy. Or maybe not :) Don't expect this to lead to sex in three easy steps, though.
And be warned, if you do it once, be prepared to do it in the future. Probably soon.
I'm sure guys like scalp massages too. I do. But she seems to enjoy them on an entirely higher level than I do.