If it is itchy and *isn't* located somewhere where skin rubs together or folds, it is probably not true heat rash, but an allergic reaction to too much sudden exposure to the UV radiation in sunlight, a condition called PMLE. This is most common on the lower legs when shorts are worn for the first time in a season(note that this is NOT the so-called "sock line" rash -- that one is marked by a clear line where socks/shoes stop, and does not have bumps.)
If PMLE is what it is, barrier creams like Balmex will make it worse, not better. The best OTC treatment for PMLE is hydrocortisone 1% cream, plus an oral antihistamine like Claritin or Benedryl.
"Sock line rash" is a form of edema that happens to folks who suddenly do a lot of walking when they are not used to it; it happens because blood leaks from the tiny capillaries under the skin. It does not itch, but is very red. The best treatment for that is to take an anti-inflammatory, soak the ankles in cool water, and elevate them as much as possible.