I am afraid that the pain from diabetic neuropathy can be very severe, although varying in descriptors--some people have sharp pain, while others have a creepy-crawly feeling, and others have all burning pain like what you described. It wil often improve with good control over your blood sugars, especially if you have not had the neuropathy for very long. but if not, there are a number of medications that can help. Most can be fairly expensive however, including Lyrica and neurontin. For over the counter relief, you can try Capsaicin cream. For some it works wonders, for others not at all, but given your insurance situation you may want to give it a shot.
Good luck and take care.