My guess is that you're applying too much pressure on the blade or making too many passes on you neck.
I've done this and wound up with nasty razor burn on the back of the neck.
Lesson learned: be gentle and you can still get the same smooth results.
It's important to remember that pressure on the razor is the enemy of a good shave. A light touch gives a smoother shave without razor burns and nicks.
In terms of applying pressure, as far as I'm aware the ATX requires pressure to be applied and the wheels to be lifted off the scalp. Perhaps I should go back to the Sport? Its a tough choice, I had less issues with razor burn with the Sport but I also did tend to cut myself the odd time with it, whilst that hasn't been an issue with the ATX.