The trick is to do it right after a shower, when the moisture is the most in the hair. Apply shaving oil and then use a good shaving cream, find one that is made for sensitive skin. After that, use a sharp razor, I prefer a safety razor with a good sharp blade. Do not shave against the growth of hair, this will cause more pain and bumps. Take you time and apply more cream if needed. One done, use a good moisturizing after shave.
Hope this helps and if someone has already made this recommendation, sorry for the extra info.