@burcidi-- I've had a mustard bath several times and didn't have any problems like that. If it does, then it means you've put too much mustard, ginger or too much of the essential oils.
My mustard bath recipe says a half cup mustard seed, a fourth cup ginger and one drop each of the essential oils. Be careful with the essential oils because I know that eucalyptus and rosemary especially can cause a burning sensation when it's too much.
You might just want to start with less ingredients and add more while in the bath just to make sure. Some people are more sensitive than others and might need less ingredients.