Originally Posted by CRPSbe

I'd not try the opposite extreme in temperature on the limb.

Don't use ice on a hot, burning leg.
Don't use heat on a cold, icy leg.

Just try and keep normal temperatures against the limb, whether that limb is icy cold or burning hot. It might not help ease the burning or the cold that much, but I think it will do a lot less damage than resorting to extreme temperatures.

I too use a heating pad (cherry pit pillow) for my cold limbs but it's "heated up a little" and not burning hot. I use it to warm the sheets or a sweater, and I don't put it against my limbs directly.