I have a burning pain feeling on the upper arm near the elbow going up wards - it does not go away at all it is a constant burning feeling?

Physical exam rec'd . The two points you describe ("burning", and essentially a radiating pattern) would definitely put the concept of a possible nerve irritation in my differential. I would definitely see a physician about it if it persists or other new changes develop. A physical exam involving sensory, muscle, and reflex testing is warranted.