Yes, I get very intense burning in my arms, shoulders, and neck. I have cervical lesions C1 to C5, so the communication brain to arms is poor and it extends down stream to my back, abs an legs. It is caused by communication to those muscles being disrupted due to a lesion(s). I had similar sensations in my back a few years before I was diagnosed with MS. Over the following 5 years, I had those sensations in various parts of my body, but the worst was in my legs ( quads on side). They were so bad I would drop to the floor. It felt like a hot knife was being stuck in my leg. At that time I used lidocaine patches. They work, but very toxic.
The burning I have now is fairly consistent and I control it with neurontin, stretching, light weights, acupuncture, and cannabis. I have found cannabis works the best for immediate relief of skin pain and sensitivity. Acupuncture takes a few visits to kick in, and you must consistently go, but also calms the nerves more long term. On occasion my pain doctor will do a combination of trigger point injections and needling. Not fun, but last for a few weeks. I have tried Oxycontin, vicodin, lyrica, cymbalta, and others, but the side effects were not worth the varied pain relief they provided. I do take neurontin and found it to be tolerable. I try to keep my dosage low, but sometimes I get tempted to go higher because it hurts so bad sometimes. It is usually tied to activity. It is highly important to exercise those muscles, as this keeps the communication active and muscles working. I have a long list of other alternative treatments I have tried, but these have worked the best for me to date. I hope you are on a MS therapy i.e. interferon, tysabri,... and would suggest a MRI to make sure lesion activity is under control.
I hope this helps. Hang in there!