Sex in the beach!

Any of you girls has had sex on the beach, as in inside the water? I haven't. Wanted to but a friend of mine ruined it bc she told me it actually burns a lot when you're at it and when she got out of the water it was worse. Let me know how was your experience and if you suggest it, and what can be done to avoid the burning. I feel like the beach is a really sexy place to do it.