I don't know, honestly. I've heard that men can tell when someone's used their razor to shave their legs because it's immediately blunter, but I don't know whether that means much. I'm inclined to recommend the best razor you can afford, but that may just be the marketing industry getting to me.
ACK! Criiiiiiinge
Yeah, I think that could be your problem right there. You really, really need something. Some razors come with it in-built, but at the very least use some soap!