Saving down there?

Everyone's always saying that they save down there and that guys like it. So I tried it one time and it like hurt and itched like crazy. I don't know if I did wrong or something but i do t want to do it again.. But like the way I've always saw it is God gave us hair down there for a reason so why mess with it.. I need advice should I shave or should I just leave it how it is?