Burning sensation running along leg vein, should i be concerned?

Probably not: Burning can be a symptom of varicose veins but it is not a common one. In addition, you many not even have varicose veins since these would be bulging veins. Burning is often times due to nerve irritation. You should see a vein specialist for a full venous evaluation and a venous ultrasound.

Not really: If there is no clot there (you should be able to feel it), it's not likely anything serious.