Any whitening treatment will cause temporary sensitivity to cold or hot due to the chemicals used for whitening. If you want to continue with whitening treatment try starting off by using it every other day (to decrease the risk of a lot of sensitivity). If you are doing the treatment at home and you have not visited a dentist for a while, you might want to go get checked out by a dentist first. If you have cavities or open enamel the sensitivity will be much worst.
Hope this helps.