I have a hot burning sensation in my right leg ? what cause it, could it be a vein trying to break

Not likely: Hot burning sensation may be infection. Wouldn't be a vein trying to break open but it could be related to veins such as a blood clot in a superficial vein (thrombophlebitis). You can try heat and elevation. The heat increases your circulation so your body can try to take care of it naturally. If it doesn't settle down soon you should get it checked.

Several Options.: A burning sensation in the leg can be due to several factors but most commonly due to nerve irritation. Sometimes, an inflammation of the vein can cause a similar symptom but this is usually associated with pain along the course of the vein. This would not be due to a vein breaking or trying to break. You should see a vein specialist for an evaluation to determine the cause of the problem.