As much as it may sound strange- pain is a good sign. The worse the burn is, the less it hurts (hence why burns from hair straighteners absolutely kill!!) So the fact that its stinging means its most likely a superficial burn on your outer most layer of skin where you have the most pain receptors. If you're concerned though go to your Dr :)
Go to the ER. it could be third degree. Put some mustard on it for now. It helps cool the burn.
I know not pg related but im 23 wewks pg