If you use the Desitin, be sure to get the oiginal without any added perfumes or other stuff. Also, Vaseline brand name petroleum jelly is you best choice if you use that. Bag balm and cornstarch are also great natural options.
I've got a bun who has an injury and is prone to urine scald. The Desitin has worked well for her. But if you've got one of the other 3 products on hand, by all means use one of them.
Randy is right, if you've yet to have your bunny checked by the vet for this you will want to get there and find out why this is happening. If you already have done that, then keeping the site clean and treated will help to clear things up...just be sure to check your bunny's scald-prone area on a regular basis.