I don't know what Veet is, but in the context, I take it as some kind of chemical depilitory. All of these work by chemical reaction, and yes, it can be a little rough on the skin, if you get a rash, try reducing the time you keep it on before cleaning it off. depending on if allergic, might work, might not.
thats why it's so hard to find any of these products that actually work on face hair, which is generally tougher and courser then body hair. Just don't shave anything after using either as putting a razor to what is essentually burnt skin can irritate it worse.
Terri