Yeah I think its very difficult to survive the 4-6 weeks in which the capsaicin does nothing for you but burning.
I've heard of a patch called "Qutenza" which is applied by your doctor for 1 hour and than your nerve pain goes away for 3 months. It burns like hell but only for one day or so. It's very expensive (in Germany 350 Euro), but well, 3 months without pain would be great....