First of all, I want to point you towards some of our great articles on masturbation that might help you out! Our intro article is Going Solo: The Basics of Masturbation
, and it's very helpful. We also have quick but useful answer
to another question about pain while masturbating.
Having some kind of sensation before experiencing orgasm, such as tingling, is normal. If you have a persistent burning sensation, are you using lubricant? If not, using something like Husker's Corn Lotion and switching up your masturbation pattern may reduce friction and help with any burning.
Do these articles help/make sense? Do you still have questions about what you're experiencing?