What kind of cream would make your skin feel like its burning and?

how bad would it be to have it slathered all over including anus and vulva? saw it in a bdsm vid and at first didnt get why she was wriggling around after it got slathered on her, and how long would it burn? would being wrapped and taped up in a rainsuit make it worse? yes, I watch some messed up things, but behaviour fascinates me