You could try the Ali Young trick. From what she has previously said, she will apply the LG, let it "fly solo" on her skin for a couple of hours, then slather moisturiser over top. If your skin likes an AHA normally, it could just be your skin is over-dry.
Or you may need to either reduce or increase the frequency of using LG - the rough skin could be partial exfoliation and you need to finish the job.
Or, worst case, it could well be that your skin and glycolic acid don't get on so well. It happens.
If that's the case, it might be worth trying a lactic acid product instead.
Alternatively, you could try a glycolic-salicylic combination. While everyone associates salicylic with acne prone skins, it is anti-inflammatory, so if the roughness is a sign of inflammation, that might help.
