Suggest Treatment For Pimples Caused By Shaving

Im female and I am 22 years old. I have dry skin and in the spots I shave a have a lot of small skin colored pimples. They look white in the middle with like a brown outline around them. What is it and is there anything that will make them go away. Also when I shave over them they turn red. I've had them for a very long time and they haven't gone away so what can I use to make them go away? I also have small pimples on the front and back of my thighs so what can I use for that? Also, what is good for dry skin? Thank you!