If i,m allergic to sulfa drugs, can I use selsun blue shampoo , with selenium sulfide ?

This is a good question and one that is very confusing to people who are allergic to sulfa drugs. Sulfide is not anything like sulfa drugs. You can use it. If there is an allergy, it would be due to something else. Sulfa or sulfonamides are chemically different from sulfur products-sulfates, sulfites, sulfides-which are all sulfur salts and do not carry the same hypersensitivity reactions you see with sulfa. This is very confusing to a lot of people. You can always double check with your pharmacist.

A sulfa allergy usually refers to a class of antibiotics called sulfonomides. Sulfonomides are in no way related to sulfur, sulfates, sulfide etc. However it is thought that if you are allergy to sulfa drugs you are more likely to be allergic to other things.
How serious is your allergy reaction? If it is very serious then it is probably best avoided. If it is only moderate you could try a small patch test on your skin and see if you react.