Hi
Welcome to the MedHelp forum!
Burning sensation at finger tips is generally due to nerve compression or a nerve disorder. Depending on which finger it is, it can be carpel tunnel syndrome, compression of ulnar nerve, compression of radial nerve. Diabetes or hypothyroidism too can be the cause. Very cold climate, peripheral vascular disease, panic disorder, leprosy, alcoholic neuropathy, compression of cervical spinal nerves, are the other causes. It is difficult to comment beyond this on net without examining you and a detailed history. Please consult your PCP to begin with and get a referral for a neurologist. Take care!
Do you work under flourescent lights? I did for a while in an office and used to get this really weird tingly feeling on and off in my fingers...