You have to apply it right. It has to be put on 20-30 minutes before going out. Vitamin E naturally protects the skin. You could try using that. Just pop a gel cap with a pin.
A good guide on what to look for:
American Melanoma Foundation > Facts About Sunscreen
You will see that all sunscreens are not created equal.
I personally dont really burn even though I am very pale. So I cant tell you a product other than the vitamin E which I have used and not reacted to.