DMSO alone can cause red irritation to the skin, so it might be the dmso, also as silverfox said, it is acid. So there is a high risk of irritation. You might need to just dilute it.
Also, I have used clay topically like Bentonite which you can buy that is mixed with water and I spray it or just rub it on me and let it dry. Will that substitute instead of the petroleum jelly mixture ? if so it wouldnt be so messy and greasy. You could also maybe mix the clay with lotion or something that may be less greasy.