Razor Burn?

I know I am not going to get any sympathy for this one... but I have a question. After I shave, my face feels great. Nice and smooth, no burn, really nice. But later that night if I go in my hot tub, my neck and face ignite and start burning like mad. It's quite uncomfortable. Never happened with my Mach 3. Is there something I should put on my skin before jumping in at night? Maybe the after shave balm has worn off by then? Some aloe?

Has this happened to anyone else?

This isn't razor burn.

Moisturize your face throughout the day. That would probably take care of the problem.