Do the liniment last, as you'd just wash it all off otherwise, not allowing the liniment to do it's job.
Just make sure you dilute the linimint as prescribed on the directions, so it's not too strong.
Have you tried Refreshmint? It's pretty gentle, compared to some other liniments. I love using it as a brace after workouts, especially around their back and neck.
You don't always have to shampoo either. A lot of times especially during summer, I'll hose my horses off after the ride, and then just fill a bucket with the liniment and water, then with a sponge, use it as a mild brace on the back, neck, legs, around the major joints.