Help with chafing

Pleasant topic, I know.

Because I was getting some decent chafing on my thighs during runs, I decided to go out and buy some $45 Nike Pro Fit compression shorts and I had heard good things about them and because they were recommended by the running store I went to. However, while the chafing on my thighs ceased, I got supermegaclusterfuck chafing on my very upper thighs and crotch. I don't want to go back to my cotton boxer-briefs because they ride up and my thighs get chafed, but the compression shorts clearly did not work. I'm actually thinking of going back to the store to complain because I took their advice and shelled out almost $50 and got it worse than ever before.

Advice? My girlfriend suggested using baby powder, but it seems kinda ridiculous to pay that much money for special underwear and still have to use baby powder. I'm really trying to get seriously into running, but this is holding me back.