I workout 4 days a week my shoulder hurts has a burning feeling at times

Bursitis?: Could be you are overdoing it or lifting too much weight or non using proper technique and you are develkoping a mild case of bursitis or impligment syndrome.Lower the weight, ice the, do less repettions , warm-up before starting with streches, take over the counter medicine if you need it and if still persist see a sports medicine physician.