Yeah, what Clouds says: don't shave against the grain and buy some balm, no after shave (ouch!!) but a cream. You might have to buy a girly kinda cream but I'm sure your vanity is big enough to get over the fact.
Oh and sometimes it's not rash - it's ingrown hair. To prevent that, use scrubbing cream or something to scrub your skin regularly - gets rid of the dead skin cells so that the hair can get through.
Oh and use sharp, new razors. And a shaving gel for sensitive skin.
I always use a kind of cream that's actually meant for babies - it soothes irritated skin. I think it may even be some sort of anti-nappy rash thing.
Maybe you should try something like that.