Hello, My Baby Is 2 And A Half Year Old

Hello, my baby is 2 and a half year old , she is facing problems for her dry skin , especially in winter . Pediatric has recommend me to apply moisturex with Tarcroz 0.03% on her skin everyday. But the problem is , while I am applying this to her skin she is crying because of burning ( I applied it only once. As she is crying I didn't try it again ). I need your suggestion , wheather I continue with this or should go for other .