Gina, I would highly recommend you ask a skilled professional to teach you how to apply the wax correctly. They can teach you the proper technique so that you can cause the least amount of pain. You can buy a wax heater at just about any beauty supply. I have had a couple of different ones, but the one I use now is called Clean and Easy. Be sure to check the temp of the wax before you apply it too. You wouldn't want to burn him.
I hope this helps.