This is actually a quite difficult trick, and I think freestylers highly underrate it. There are many guys that are flawless at head juggles, but they cannot even come close to doing this. I'd say you need to be perfect at it before attempting it with a jump rope. However, there are things you can try starting out. Try it from a head stall with slow individual jump ropes. Once you are really comfortable with head juggles, you should try the same thing. Do individual jumps to get used to how and when you need to jump to complete it. Then you can try actually jumping rope with head juggles.
There is another thing you can do with a jump rope. You can do foot juggles hopping on one leg. That is much easier than doing it with head juggles, but it's not quite as cool looking.