Try wrapping your feet in Saran Wrap, then put on the socks for abut an hour, or so - to increase absorption. The socks alone will wick away much of the cream and be less effective.
I use a high % menthol cream, either 'Biofreeze' or 'Icy Hot' (the Rite Aid generic- 'Cool Heat' is much cheaper than either) every day, sometimes twice a day. I use a latex glove (one glove will last for 2-4 days) for application and massage it into my feet (massage towards the heart) for at least 5 minutes per foot. Then I wear cotton socks (for diabetics - from Foot Smart)