Hi Sachin,
You should try aerobic exercise (to get a healthy dose of oxygen flowing to your heart and peripheries) and saint johns wort (to chemically modulate the fight or flight response). I have the same problem and I see clear differences when I'm on this regime.
Anxiety can cause many physical/emotional symptoms such as shortness of breath, dizziness, nausea, racing thoughts, catistrophic thoughts, irrationality, lack of sleep, excessive feelings of guilt/worry, shakiness, etc...however, in my experience of treating people with anxiety as an LPC (and having it myself) I have not heard of a warm sensation in the foot although that does not mean it isn't related. What I can say, however is that you definitely are experiencing anxiety due to the physical sensation. I suggest going to see a doctor about your foot and if the anxiety continues they can also treat you for that by referring you to a psychotherapist and possibly prescribing an SSRI medication.