What could cause burning sensations in groin, shins and top of feet ?

Peripheral neuropath: A peripheral neuropathy or an allergic reaction would the two causes that come to my mind. Do you have a rash? (favors the latter).

Your back: Most likely cause if this is on one side only is your back. If the problem is on both sides it could be a spinal problem or disease affecting the nerves. See your doctor for evaluation.