When people say "feel the burn," is it supposed to actually feel like heat? i've always gotten a horrible, stinging pain instead during jogging etc. .

Feeling a GOOD burn: literally means the sensation of lactic acid buildup inside the muscle caused by a high metabolic rate during intense exercise. The lactic acid produces achiness until it is gradually released from the muscles. But what you MIGHT be experiencing is a BAD burn, which is a MUSCLE STRAIN, and this is NOT a good thing. Make certain to stretch slowly but completely for 10 minutes before running.