The secret is---well it's 2 secrets.
1) Use some kind of moisturizer to shave with.
2) Use new, triple blade razors and change them very often.
Changing blades alot is expensive but will work. The burn is caused by pulling the razor over and over your skin. This usually occurs because of a dull razor. A sharp new razor will cut the hairs on the first or second pass. Oh also, don't press real hard. Glide firmly but gently, let the blade do the work.