Any burning "sensation" is likely a sensitivity to the pyrithione zinc. This is a known reaction to pyrithione zinc. The ingredient does not burn the skin. It’s just a sensation. Per the product instructions, be sure to shake before use.
A slight tingling or burning sensation will typically reside within a week or so of continued use. A strong burning sensation that lasts after washing the soap away is most likely an allergic reaction to the pyrithione zinc. If you have a strong burning sensation, discontinue use.
Better than 98 in a 100 users will not have any burning sensation.