I breast fed my baby exclusively and had similar problems so it may have nothing to do with formula. Babies get confused about how to go- they have to push with their abdominals but relax their fanny and sometimes they get confused. Our Dr. recommended that when the straining is apparent you can take a Q-tip covered in vasaline and gently poke it in their rectum. This causes them to relax that area and wha-la. I know it sounds so gross but it works! Ask your Doctor or call the nurse at your ped. office before you try it and see what they say.
We also used Mylicon with not a lot of success. Lots of people recommended Gripe Water and we tried that with some success. Worth a try.
Babies are just gassy at first. And "colic" is supposed to peak at 6 weeks so it may have nothing to do with what formula you are using or the switch.