Best thing to do with a burn is run it for a minimum of 10mins under a cold tap! Don't put anything on it and just keep running it under the tap until it starts to feel better. You need to get the heat out.
I burn myself at work all the time (I am a good cook, honest!) and think that the only relief is from running it under the tap.
If its no better you will need to seek medical advice. Hope its ok :o)
+1 for wingnuts advice. I too burn myself at work...mostly on the red-hot cooker. I've found-by experience-never to put any thing on it. That just encourages blistering-which in turn risks infection.