Mite make a difference if we knew your gender. If boy I would say leave it alone and all will be well in a few weeks when hair grows out.
Also I thing you mean you shaved around you anus. I don't think hair grows on your anus.
well it is very normal to have an itch on the area you have shaved especially if you were using a razor blade. when you shave with hair removal or blades you are simply chopping off the top hair and leaving the roots there and so that can cause a lot of itchiness and discomfort. You should then resort to waxing so as to get the hair out from the root.
What concerns me it the "burns" you have - I'd see a doctor about those! Don't worry about the hair - shaving it has taught it to grow longer and faster, just leave it alone and it should clear itself up IMHO of course! :)