i have had many yeast infections and yes it does burn, to me it almost feels better than that terrible itching! may burn when you urinate as well. my experience is that the 3 day or even 7 day treatment works best as opposed to the one day. friends have also agreed that the 1 day treatment doesnt really attack it and comes back.
When any tissue is irritated, most anything applied will burn. Give it a few days, and if symptoms persist, you should see a doctor, especially if this is your first experience with a yeast infection. It could be something else.
Most yeast infections should ideally be treated for 7 days at least.
If present around the vaginal area/thighs than an oint. is the preferred method & if there is accompanying discharge than ointment should be combined with an antifungal pessary insertion every night after lying down, again regularly for 7 days.
2 principles should always be kept in mind while treating yeast infections. No half hearted treatment & try keeping the area dry& hygienically clean as is possible.