I'm here to tell you, olive oil is the miracle cure! Both DD's and I ended up with lice. We tried the over the counter lice treatment. It was a pain to get the nits out and 3 days later, they came back, BIGGER!
I found a website with instructions on how to do the olive oil treatment. I was extremely skeptical, but it really worked!
Get a big bottle of olive oil. Completely saturate the head from scalp to the ends. Brush out the nits, they just glide off the hair with the olive oil. Buy a shower cap and wear it over the head for 8 hours. We did this at night and just put a lot of towels on our pillows. Next morning, shampoo twice and you are good to go! It is a bit messy, but I PROMISE, it works.
I did not want to go through a second round of pesticide on our heads, and this is actually what the over the counter lice treatments are, pesticide. Thats why I looked around online to find something natural. I'm sure the crisco and mayo would probably be just as effective as the olive oil.
And don't feel badly about dealing with this. It just happens. It's a part of childhood anymore.
Another note about the lice shampoos, studies have shown that the lice really are developing a resistance to the pesticide. This may be why one treatment doesn't seem to be effective in most cases.