Heat=Blood flow to area being heated= can equal swelling
When you ice, your constraining the blood vessel which helps clear out waste product from the muscle during the exercise.
When you ice first than heat, your muscle are constrained and than your getting blood flow real quick to the area, which is bad because it slows down recovery.
Thats why you don't go sprint down a hallway after you've been in an ice bath, your muscles are cold and it sends more blood which is painful, if you've ever tried.
When you heat first, blood gets send to the area which can help aid in faster recovery and injury prevention, and than the ice clears out the blood along with the waste product. If you only do one, ice. It gets rid of more after exercise.