I tried everything on my arms. Bleaching...waxing...hair remover...just trimming it. Finally gave up & shave them. It's MUCH easier. I was afraid of making it worse, but honestly, after I waxed them IT made them worse. I just recommend shaving them when you're in the shower.
The burning won't last for long, no more than half an hour or an hour at most but you should put cream on it since your skin is irritated by the cream. Just don't touch it too much or you'll irritate it even more.