Oddly enough i found putting my hand in warm water helped the pain a bit when i burnt my hand on the oven last week. It stings like buggery at first, but soon eases off.
Im of sara - i stupidly burnt my toes - I was in the bath and turn the hot tap on and put my foot under it (our thermostat needs fixing so water is lethal) - anyway I could not put my foot in the bath for the duration and had an ice pop strapped to it - getting out of the bath was interesting. Now the foot is throbbing