I have a burning pain below my tricep muscle, i did this lifting weights. i've had the pain for over a week should i take medication or be resting it?

Likely both: Description sounds like pain is located on the back side of your elbow , the olecranon, where the triceps tendon inserts. Most likely problem is an insertional tendinitis with other possibilities being a distal triceps strain or olecranon bursitis (less likely an irritation to ulnar nerve more on inside of elbow). Regardless rest and use of an anti-inflammatory. Ice too (careful around nerve).

Rest first: Muscle pain is the way your body tells you to take it easy. If continues investigate further.