I have had the burning sensation on my toes and the top of my feet for years. More recently my finger tips are burning. I do believe the medical term is dysesthesias. Dysesthesias can be caused by problems in the central nervous system as well as the peripheral nervous system. If you search the medical term there is lots to read.

http://www.charcot-marie-tooth.org/med_alert.php

If my link works, here is the medical alert list from the CMTA.