Also in future, when you are waxing, apply wax in the direction of
hair growth and wax should be tolerably hot. Then try to wax the
hair out in a single strip as multiple strips may injure the skin more. After waxing apply ice(wrapped in a towel) and some calamine lotion on the skin which helps in soothing. You can also take some over the counter anti-inflammatory like ibuprofen after waxing.
However, the best method of painless hair removal is by laser treatment.