Burning pain doesn't sound like cyst pain. I've heard of sharp pains, dull pains, pulling, twitching pains, and traveling/shooting pains, but not burning. Maybe the pain has a different cause?
maybe talk to your gyno and see if u have Endometriosis. I have both, the cysts & the endo. I get a burning sensation on my right side. But only the doctor can tell u for sure.