When faced with a fussy, crying baby, many parents often first turn to changing the formula that their baby is drinking. Unfortunately, this usually doesn't work to reduce the baby's crying. Whether you simply try another brand of formula or a totally different type, like a “gentle,” soy, or elemental formula, changing formula isn't necessary for most fussy babies without other symptoms. Since it is so easy to do, though, some parents go through two or three different formulas before they even see their pediatrician.
That is not to say that crying babies can't have formula problems. It is just that when they do, they usually have many other symptoms. In addition to crying, infants with formula allergies or intolerances usually also have diarrhea and excessive gas. They may also be poor eaters and may not gain weight well.
A crying baby who has these symptoms may indeed have a formula intolerance, and in that case you may need to change to a different formula. You should still talk to your pediatrician to help you choose the right formula, though. If it turns out that the problem isn't your infant's formula, you might also consider changing to a different nipple or type of bottle.