If you think thats bad...try getting it on your face and neck EVERY time you shave. Thats why I constantly have this not quite a beard look. lol...
But what I have found to be helpful is wash the area really well before hand with a washrag and not just soap and water. Exfoliation before and after shaving helps ALOT, also when shaving go with the grain ie; in the same direction the hair grows and not against it. Try to do clean strokes once over an area as you will start to get into severe razor burn if you have to go back over an area repeatedly to get it smooth.
Lastly some types of shaving creams are extremely helpful to those of us with sensitive skin, I was recommended by a dermatologhist to try Zuhr shaving cream (not sure of the spelling on that) but its a mens shaving cream with menthol or eucalyptus in it which is extremely soothing to the skin, when I used this product I hardly ever got razor burn on my face/neck.
Hot and cold water, before and after shaving can also effect razorburn. If you wash the area before hand with hot or warm water it causes the hairs to be more flexible and soft, and expands the pores on the skin surface. Rinsing with cool or cold water after will recontract those pores so that dirt and oils your skin produces cant get in there and cause more issues. (Though I have been told using cold water after can actually increases the risk of ingrown hairs in some people.)
As with it happening every time you shave? The answer there is no, alot of it has to do with conditioning over time. Shaving repeatedly over time will desensitize the area or rough up the skin because after all...you are actually removing a layer of the upper epidermis when you shave with a safety/straight razor...
Anyways hope that helps.
P.S. - Someone above recommended clipping instead, thats actually what I do now because of my ingrown hair/sensitive skin problem it was just too much hassle.