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Burning pain is typically referred to as "nerve pain". It is possible for a nerve to get "pinched" locally causing an area of discomfort. Sometimes neuropathies (damage to nerve due to diabetes or other such factors) can also produce similar pains. Also it is important to assess whether there could be a structural cause for pain such as plantar fasciitis.
It is important to know when the symptoms started, what the individual was doing at the time, have the symptoms been worsening and in what way. If the symptoms are a minor nuisance they can be brought up at the next meeting with the individuals primary care physician.