Burning sensation and other radiating leg pain are normally due to an impingement of the sciatic nerve in the lower back, and would usually show up on an MRI scan. A disc prolapse being the most usual. But as the sciatic nerve is the longest in the body it can be impinged anywhere along it's length, the piriformis muscle area being an alternative to lower back impingement. Check it out on google. Regardless even if something in your back isn't showing on the MRI start with some gentle exercises. Ask the specialist about piriformis muscle syndrome and take care.
MRI-What part of the lower spine was scanned?
Did u have a "standing mri"? Those are the most accurate to show root nerve compression, etc