Suggest Remedy For Weird Bumps On Thighs And Knees After Shaving

After I shave my legs, I get these weird bumps on my thighs and behind and on my knees. I leave them alone for two or three days and they usually leave, but as soon as I try to shave again, I shriek in pain because I accidentally cut the pimple (that was supposedly gone) with the razor! How do they go away?