“This medication is used to treat minor aches and pains of the muscles/joints (e.g., arthritis, backache, sprains). It may also be used to treat nerve pain. Capsaicin works by decreasing a certain natural substance in your body (substance P) that helps pass pain signals to the brain." WebMD

Basically this stuff heats up and stops the Pain Signal from getting to your Brain. The heat also helps relax the muscles. I have tried all forms of IcyHot, Bengay & a few others. IcyHot and Bengay seem to work about the same on me. IcyHot and Bengay use a Mixture of Active Ingredients, Camphor 4%, Menthol 10% and Methyl Salicylate 30%. Both products seem to be very much alike.  They worked for me, but only for about 30-45min.  The Smell from these out lasted the effectiveness. 

Capzasin-HP uses Capsaicin 0.1%. So it just heats up.  No Methyl cooling effects. The first time I used it. I got nothing from it. I kept using it 2 times daily. Each time I used it. The more it worked. So don't be too worried if it doesn't work the first few times. If you apply it before the Gym, Make sure it’s all soaked in for a good 1hr or so. Also don't put it on anywhere near your private areas.  Common sense right! Same goes for Eyes, Nose, Ears and mouth. Even sweat can cause it to run into these areas too. 

The key to this stuff for me was getting the pores to open up and really draw it in. I put some on a few hours before a Shower. I just washed with soap and water around the affected area. So just Hot Water hit it. The Steam from the shower opened up the pores and made it work better and last longer. Kind of like a kick start. I have read some use it with DMSO Cream to give it a Boost as well. I have not tried this.

Edit Rating: 12-24-12
Rating 5 out of 10
I'm changing my rating from 7 to 5. It works great on the Knees and less sensitive skin. Lower back is fine as long as it doesn't creep down into your crack.  If your use it for your shoulders it fine as well. Unless it gets into your Arm pits.  I have found myself using this less and less. I have found a product called Boiron Pain Relief - Arnicare Arnica Cream.  I'm starting to like it for my shoulders and lower back.  It's different from this and Icyhot like products. It has No smell or burning. More on this product soon.