@alyndianne I never had a burning pain, but I did have plain old, regular pain. As I commented above, mine was not immediate but started a little while later. There were times it brought me to tears and I was very upset because my first TKR was not that painful. After the pain abated though that knee was much better than the other it and never causes me any discomfort at all.
It's still very early for you. Try to bear it and it should get better. If not then call your surgeon and he will probably want to see you as mine did, and perhaps take an Xray.
JK