Why does this happen when I apply powder to set my foundation(read details)?

So I've tried a couple of powder to set my make up, I've tried Maybelline Dream Matte Powder, Covergirl Clean Pressed Powder, and Covergirl Fresh Complexion Pocket Powder Foundation. They all work amazing, but the problem is as I'm applying it my skin starts a peel throughout my face a bit, I have combination skin (Normal/Oily). So what is the problem and why does this happen? /;