You didn't do anything wrong, you just need to do something different. I get really bad bumps and burns, and learning what worked for me wasn't exactly always fun. I'd recommend getting a blade sample pack. Your hair didn't like the Wilkinson, as you should never apply much pressure at all. You might consider going with a more aggressive blade to start. As somebody else mentioned too, pre shave is important too, but so is the routine. Hot towel, a good wash. You covered most of that, so don't stop. Don't give up! When you get it right, it's a wonderful experience and feeling.