I used to get this when I actually shaved
Make sure you're using a new, sharp razor blade. If you can stand it, use one aimed at 'men'; razors designated for 'women' are pretty much universally more ****e than their 'male' equivalents
Make sure you use shaving cream (I used to use facial shaving cream for my legs
) and moisturise after. Also bear in mind that you might be allergic to whatever you're moisturising with - I'm allergic to aloe vera myself
If you've not shaved there before, your body will be going 'my god, what is this?' and reacting badly because it's not used to it - it should improve with time
Likewise if you've not shaved for a while, or if the hair is pretty long and coarse. Basically, hang in there, and it will improve