Heat rash sufferer looking for advice?

I recently started walking to get fit, after a ten year sport absence in my life. I am getting this burning sensation on the skin of my left thigh and if I dont put deep heat on the skin before walking I get severe muscle cramp after. Is there something else that I could be doing to get rid of the burning sensation and cramp Help please as I really want to keep up the excercise|||Hydrocorizone cream